-43.1%
KHC vs ZBH
+2.3%
-45.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.8% | -2.8% | +1.1% | -1.1% |
| 30D | -1.9% | -0.1% | -1.8% | -1.9% |
| 3M | +14.4% | +13.4% | +1.0% | +10.9% |
| 6M | +8.7% | +3.0% | +5.7% | +7.4% |
| YTD | +7.8% | +9.7% | -1.9% | +4.7% |
| 1Y | -1.5% | -5.4% | +3.9% | -1.3% |
| 3Y | -9.9% | -15.6% | +5.7% | -8.0% |
| 5Y | -10.7% | -28.1% | +17.4% | -6.5% |
| 10Y | -55.7% | -15.2% | -40.5% | -57.6% |
| All | -43.1% | +2.3% | -45.4% | -50.8% |
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