-10.7%
KHC vs ZS
+0.9%
-11.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.2% |
| 7D | -2.2% | -9.2% | +7.0% | -2.3% |
| 30D | -0.1% | -4.0% | +3.9% | -0.1% |
| 3M | +8.3% | +25.3% | -16.9% | +8.8% |
| 6M | +5.0% | -1.3% | +6.2% | +5.1% |
| YTD | +8.0% | -28.0% | +36.0% | +7.4% |
| 1Y | -1.1% | -42.5% | +41.4% | -1.9% |
| 3Y | -10.7% | +0.7% | -11.4% | -13.4% |
| All | -10.7% | +0.9% | -11.6% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 3y: compounded portfolio wealth divided by compounded ZS 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…
3y analysis · Full analysis span regression · 6 months rolling