+177.9%
KO vs ZBH
-17.1%
+195.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.9% |
| 7D | -1.1% | -6.6% | +5.4% | +0.5% |
| 30D | +1.6% | -4.9% | +6.5% | +2.8% |
| 3M | +5.8% | +5.1% | +0.6% | +4.3% |
| 6M | +14.3% | +1.3% | +12.9% | +13.2% |
| YTD | +27.3% | +3.4% | +24.0% | +25.2% |
| 1Y | +33.2% | -8.7% | +41.9% | +34.5% |
| 3Y | +64.5% | -21.2% | +85.7% | +70.6% |
| 5Y | +83.1% | -29.2% | +112.3% | +92.4% |
| All | +177.9% | -17.1% | +195.0% | +168.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling