+20.4%
KWEB vs ZBH
+27.9%
-7.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.3% |
| 7D | -5.6% | -4.7% | -0.9% | -4.0% |
| 30D | -10.7% | -4.5% | -6.2% | -9.3% |
| 3M | -7.4% | +7.6% | -15.0% | -10.2% |
| 6M | -19.3% | +0.3% | -19.6% | -20.2% |
| YTD | -27.8% | +4.5% | -32.3% | -29.8% |
| 1Y | -35.9% | -9.4% | -26.6% | -35.0% |
| 3Y | -1.9% | -21.5% | +19.6% | +3.2% |
| 5Y | -43.2% | -28.4% | -14.8% | -39.0% |
| 10Y | -21.2% | -16.5% | -4.6% | -25.4% |
| All | +20.4% | +27.9% | -7.5% | -5.1% |
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