+2,896.3%
KLAC vs ZTS
+58.7%
+2,837.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -2.7% | -3.7% | +1.1% | -0.6% |
| 30D | -13.2% | -0.8% | -12.4% | -13.3% |
| 3M | -25.0% | -9.7% | -15.3% | -22.4% |
| 6M | +23.6% | -38.4% | +62.0% | +57.5% |
| YTD | +49.2% | -41.1% | +90.3% | +95.1% |
| 1Y | +89.3% | -50.6% | +139.9% | +175.1% |
| 3Y | +274.4% | -59.1% | +333.5% | +492.4% |
| 5Y | +440.9% | -62.7% | +503.7% | +803.8% |
| All | +2,896.3% | +58.7% | +2,837.6% | +1,958.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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