+54.0%
ZM vs KNX
+115.1%
-61.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | -10.0% | +1.0% | -11.0% | -10.2% |
| 3M | +1.6% | -12.6% | +14.2% | +4.3% |
| 6M | +25.0% | +21.1% | +3.9% | +18.6% |
| YTD | +10.6% | +33.2% | -22.6% | +2.1% |
| 1Y | +14.0% | +67.8% | -53.8% | -1.3% |
| 3Y | +32.5% | +37.3% | -4.8% | +18.2% |
| 5Y | -68.3% | +41.1% | -109.4% | -71.9% |
| All | +54.0% | +115.1% | -61.2% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling