-67.1%
ZM vs KNX
+37.6%
-104.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.6% |
| 7D | -5.7% | -5.6% | -0.1% | -3.9% |
| 30D | -9.1% | -4.4% | -4.7% | -7.8% |
| 3M | +3.5% | -17.3% | +20.8% | +9.8% |
| 6M | +25.7% | +22.6% | +3.0% | +14.7% |
| YTD | +10.8% | +31.1% | -20.4% | -2.7% |
| 1Y | +12.8% | +60.2% | -47.4% | -9.9% |
| 3Y | +33.1% | +35.8% | -2.6% | +9.1% |
| All | -67.1% | +37.6% | -104.7% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling