-27.2%
KWEB vs ZM
+21.7%
-48.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +1.5% |
| 7D | -1.0% | +2.9% | -4.0% | -1.5% |
| 30D | -8.7% | +0.7% | -9.4% | -8.9% |
| 3M | -4.0% | -3.7% | -0.3% | -4.1% |
| 6M | -13.1% | +29.9% | -43.0% | -17.5% |
| YTD | -23.5% | +17.4% | -40.9% | -26.4% |
| 1Y | -27.2% | +22.4% | -49.5% | -29.6% |
| All | -27.2% | +21.7% | -48.9% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling