+563.3%
KR vs ZBH
+269.7%
+293.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.5% |
| 7D | -0.2% | -4.7% | +4.5% | +0.7% |
| 30D | +5.1% | -4.5% | +9.5% | +5.9% |
| 3M | -8.2% | +7.6% | -15.7% | -9.4% |
| 6M | -18.0% | +0.3% | -18.3% | -18.4% |
| YTD | -4.8% | +4.5% | -9.3% | -6.0% |
| 1Y | -11.0% | -9.4% | -1.6% | -10.2% |
| 3Y | +37.7% | -21.5% | +59.1% | +41.2% |
| 5Y | +52.8% | -28.4% | +81.2% | +57.6% |
| 10Y | +128.8% | -16.5% | +145.3% | +116.9% |
| All | +563.3% | +269.7% | +293.6% | +324.8% |
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