+238.8%
KRE vs ZTS
+170.4%
+68.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.8% |
| 7D | +1.3% | -2.0% | +3.3% | +2.0% |
| 30D | -2.7% | +1.9% | -4.6% | -3.7% |
| 3M | +8.2% | -4.0% | +12.2% | +9.1% |
| 6M | +12.8% | -39.1% | +51.9% | +32.7% |
| YTD | +17.5% | -38.8% | +56.3% | +37.8% |
| 1Y | +16.6% | -49.6% | +66.2% | +46.4% |
| 3Y | +79.5% | -59.0% | +138.4% | +140.1% |
| 5Y | +32.4% | -61.8% | +94.2% | +78.1% |
| 10Y | +124.1% | +61.4% | +62.7% | +81.4% |
| All | +238.8% | +170.4% | +68.5% | +137.9% |
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