+54.1%
ZM vs KNX
+111.8%
-57.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.4% |
| 7D | -5.7% | -5.6% | -0.1% | -4.5% |
| 30D | -9.1% | -4.4% | -4.7% | -8.2% |
| 3M | +3.5% | -17.3% | +20.8% | +7.5% |
| 6M | +25.7% | +22.6% | +3.0% | +18.9% |
| YTD | +10.8% | +31.1% | -20.4% | +2.5% |
| 1Y | +12.8% | +60.2% | -47.4% | -1.2% |
| 3Y | +33.1% | +35.8% | -2.6% | +19.1% |
| 5Y | -68.3% | +38.9% | -107.2% | -71.8% |
| All | +54.1% | +111.8% | -57.7% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 10y: compounded portfolio wealth divided by compounded KNX 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…
10y analysis · Full analysis span regression · 6 months rolling