+82.9%
KORU vs ZTS
+58.7%
+24.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.2% | +8.8% | +8.8% |
| 7D | -1.7% | -3.7% | +2.0% | +2.1% |
| 30D | +13.5% | -0.8% | +14.3% | +12.7% |
| 3M | -45.2% | -9.7% | -35.5% | -43.4% |
| 6M | +17.1% | -38.4% | +55.5% | +76.7% |
| YTD | +154.1% | -41.1% | +195.2% | +311.8% |
| 1Y | +375.7% | -50.6% | +426.3% | +841.9% |
| 3Y | +474.0% | -59.1% | +533.2% | +1,241.5% |
| 5Y | +60.4% | -62.7% | +123.1% | +322.8% |
| All | +82.9% | +58.7% | +24.2% | +18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling