+130.5%
KO vs ZM
+46.9%
+83.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.3% |
| 7D | -1.1% | -2.7% | +1.6% | -1.1% |
| 30D | +1.6% | -10.0% | +11.6% | +1.4% |
| 3M | +5.8% | +1.6% | +4.2% | +5.8% |
| 6M | +14.3% | +25.0% | -10.7% | +14.7% |
| YTD | +27.3% | +10.6% | +16.7% | +27.6% |
| 1Y | +33.2% | +14.0% | +19.2% | +33.5% |
| 3Y | +64.5% | +32.5% | +32.0% | +65.2% |
| 5Y | +83.1% | -68.3% | +151.5% | +74.9% |
| All | +130.5% | +46.9% | +83.6% | +116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling