+257.6%
KO vs ZTS
+162.3%
+95.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.0% |
| 7D | +0.4% | -4.8% | +5.2% | +1.6% |
| 30D | +1.5% | +1.2% | +0.3% | +1.1% |
| 3M | +11.8% | -6.0% | +17.8% | +13.1% |
| 6M | +16.2% | -38.7% | +55.0% | +29.0% |
| YTD | +28.1% | -40.6% | +68.7% | +43.2% |
| 1Y | +34.8% | -50.6% | +85.3% | +57.1% |
| 3Y | +65.5% | -58.7% | +124.2% | +99.3% |
| 5Y | +81.6% | -62.8% | +144.4% | +121.1% |
| 10Y | +176.7% | +56.2% | +120.5% | +145.6% |
| All | +257.6% | +162.3% | +95.3% | +184.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling