+1,188.1%
KNX vs ZBH
+269.7%
+918.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -1.9% |
| 7D | -5.6% | -4.7% | -0.9% | -4.1% |
| 30D | -4.4% | -4.5% | +0.1% | -3.0% |
| 3M | -17.3% | +7.6% | -24.9% | -19.8% |
| 6M | +22.6% | +0.3% | +22.3% | +21.1% |
| YTD | +31.1% | +4.5% | +26.6% | +27.4% |
| 1Y | +60.2% | -9.4% | +69.6% | +62.5% |
| 3Y | +35.8% | -21.5% | +57.2% | +42.9% |
| 5Y | +38.9% | -28.4% | +67.3% | +49.0% |
| 10Y | +166.5% | -16.5% | +183.0% | +154.2% |
| All | +1,188.1% | +269.7% | +918.4% | +592.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 all: compounded portfolio wealth divided by compounded ZBH 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…
all analysis · Full analysis span regression · 6 months rolling