+56.2%
ZTS vs KDP
+175.4%
-119.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.8% | -2.9% |
| 7D | -4.8% | +2.1% | -6.8% | -5.3% |
| 30D | +1.2% | +8.5% | -7.2% | -1.0% |
| 3M | -6.0% | +6.6% | -12.6% | -7.9% |
| 6M | -38.7% | +17.1% | -55.8% | -41.6% |
| YTD | -40.6% | +19.0% | -59.7% | -43.7% |
| 1Y | -50.6% | +21.8% | -72.4% | -53.6% |
| 3Y | -58.7% | +6.4% | -65.2% | -60.1% |
| 5Y | -62.8% | +5.1% | -68.0% | -63.9% |
| 10Y | +56.2% | +175.8% | -119.6% | +37.9% |
| All | +56.2% | +175.4% | -119.2% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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