+143.7%
KMI vs ZM
+47.0%
+96.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.7% | -5.7% | +4.0% | -1.8% |
| 30D | -2.7% | -9.1% | +6.4% | -2.8% |
| 3M | -0.7% | +3.5% | -4.2% | -0.6% |
| 6M | -5.0% | +25.7% | -30.6% | -4.7% |
| YTD | +15.5% | +10.8% | +4.7% | +15.7% |
| 1Y | +16.4% | +12.8% | +3.7% | +16.7% |
| 3Y | +114.2% | +33.1% | +81.0% | +115.0% |
| 5Y | +153.3% | -68.3% | +221.6% | +135.9% |
| All | +143.7% | +47.0% | +96.7% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling