+81.6%
KO vs ZTS
-63.0%
+144.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -1.1% | -4.5% | +3.4% | -0.3% |
| 30D | +1.6% | -3.3% | +4.9% | +2.1% |
| 3M | +5.8% | -9.7% | +15.5% | +7.4% |
| 6M | +14.3% | -38.8% | +53.1% | +23.3% |
| YTD | +27.3% | -41.2% | +68.5% | +38.2% |
| 1Y | +33.2% | -50.3% | +83.5% | +48.9% |
| 3Y | +64.5% | -59.1% | +123.6% | +89.6% |
| All | +81.6% | -63.0% | +144.7% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling