+702.7%
KO vs ZBH
+265.6%
+437.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.8% |
| 7D | -1.1% | -6.6% | +5.4% | +0.4% |
| 30D | +1.6% | -4.9% | +6.5% | +2.7% |
| 3M | +5.8% | +5.1% | +0.6% | +4.4% |
| 6M | +14.3% | +1.3% | +12.9% | +13.3% |
| YTD | +27.3% | +3.4% | +24.0% | +25.4% |
| 1Y | +33.2% | -8.7% | +41.9% | +34.4% |
| 3Y | +64.5% | -21.2% | +85.7% | +69.8% |
| 5Y | +83.1% | -29.2% | +112.3% | +91.3% |
| 10Y | +183.9% | -17.5% | +201.4% | +177.1% |
| All | +702.7% | +265.6% | +437.2% | +498.5% |
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