-61.4%
ZTS vs KDP
+6.0%
-67.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -2.0% | +1.3% | -3.3% | -2.4% |
| 30D | +1.9% | +6.0% | -4.1% | -0.1% |
| 3M | -4.0% | +9.2% | -13.2% | -7.1% |
| 6M | -39.1% | +14.7% | -53.8% | -42.2% |
| YTD | -38.8% | +19.2% | -58.0% | -42.7% |
| 1Y | -49.6% | +15.2% | -64.7% | -52.4% |
| 3Y | -59.0% | +6.0% | -64.9% | -60.4% |
| All | -61.4% | +6.0% | -67.4% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling