+160.5%
KO vs ZS
+494.5%
-334.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.3% |
| 7D | -1.1% | -8.1% | +7.0% | -1.0% |
| 30D | +1.6% | -8.4% | +10.0% | +1.6% |
| 3M | +5.8% | +31.1% | -25.3% | +5.4% |
| 6M | +14.3% | +4.4% | +9.9% | +14.0% |
| YTD | +27.3% | -27.3% | +54.6% | +27.8% |
| 1Y | +33.2% | -41.4% | +74.5% | +34.3% |
| 3Y | +64.5% | +1.7% | +62.8% | +62.6% |
| 5Y | +83.1% | -39.6% | +122.7% | +80.4% |
| All | +160.5% | +494.5% | -334.0% | +132.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling