+77.0%
ZTS vs KDP
+235.7%
-158.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.8% | +3.4% |
| 7D | -1.0% | +0.3% | -1.4% | -1.1% |
| 30D | +10.8% | +16.3% | -5.5% | +6.3% |
| 3M | +14.1% | +24.0% | -9.9% | +7.4% |
| 6M | +0.8% | +30.0% | -29.2% | -6.5% |
| YTD | -33.1% | +36.1% | -69.2% | -38.9% |
| 1Y | -30.0% | +46.8% | -76.8% | -37.4% |
| 3Y | -49.5% | +30.5% | -80.0% | -53.8% |
| 5Y | -60.2% | +17.9% | -78.1% | -62.6% |
| 10Y | +77.0% | +239.3% | -162.2% | +49.8% |
| All | +77.0% | +235.7% | -158.7% | +49.8% |
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