+426.7%
KORU vs ZTS
-59.2%
+486.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.6% | -11.9% | -12.3% |
| 7D | +2.3% | -4.5% | +6.8% | +4.3% |
| 30D | +20.0% | -3.3% | +23.3% | +20.9% |
| 3M | -32.7% | -9.7% | -23.0% | -31.0% |
| 6M | +13.3% | -38.8% | +52.2% | +54.2% |
| YTD | +133.2% | -41.2% | +174.4% | +232.6% |
| 1Y | +357.3% | -50.3% | +407.6% | +639.3% |
| All | +426.7% | -59.2% | +486.0% | +847.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling