+229.3%
KRE vs ZTS
+200.9%
+28.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +0.7% | +5.6% | -4.8% | -1.2% |
| 30D | +6.1% | +12.1% | -6.0% | +1.6% |
| 3M | -5.9% | +11.3% | -17.2% | -9.9% |
| 6M | +9.6% | +14.3% | -4.7% | +3.3% |
| YTD | +14.2% | -31.9% | +46.1% | +28.4% |
| 1Y | +22.5% | -29.3% | +51.8% | +35.6% |
| 3Y | +90.4% | -48.0% | +138.4% | +132.1% |
| 5Y | +11.9% | -58.9% | +70.7% | +46.6% |
| 10Y | +88.8% | +81.7% | +7.1% | +46.2% |
| All | +229.3% | +200.9% | +28.4% | +121.7% |
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