+159.6%
KO vs ZS
+504.0%
-344.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -0.9% |
| 7D | -0.8% | -3.8% | +3.1% | -0.7% |
| 30D | +0.8% | -6.0% | +6.8% | +0.8% |
| 3M | +8.3% | +32.0% | -23.7% | +7.9% |
| 6M | +14.0% | +2.1% | +11.9% | +13.8% |
| YTD | +26.9% | -26.2% | +53.1% | +27.4% |
| 1Y | +32.7% | -41.2% | +73.8% | +33.8% |
| 3Y | +63.9% | +3.3% | +60.6% | +62.0% |
| 5Y | +81.7% | -40.7% | +122.4% | +79.1% |
| All | +159.6% | +504.0% | -344.4% | +131.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling