+4,359.1%
KLAC vs ZTS
+200.9%
+4,158.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.7% |
| 7D | +10.0% | +5.6% | +4.4% | +7.3% |
| 30D | -14.8% | +12.1% | -26.9% | -19.8% |
| 3M | -27.2% | +11.3% | -38.4% | -31.6% |
| 6M | -17.5% | +14.3% | -31.8% | -25.1% |
| YTD | +25.8% | -31.9% | +57.7% | +46.6% |
| 1Y | +31.8% | -29.3% | +61.1% | +49.9% |
| 3Y | +195.3% | -48.0% | +243.3% | +283.3% |
| 5Y | +285.9% | -58.9% | +344.8% | +467.9% |
| 10Y | +2,247.6% | +81.7% | +2,165.9% | +1,798.7% |
| All | +4,359.1% | +200.9% | +4,158.1% | +3,045.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling