+174.6%
ZTS vs KDP
+523.4%
-348.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -2.0% | +1.3% | -3.3% | -2.3% |
| 30D | +1.9% | +6.0% | -4.1% | +0.2% |
| 3M | -4.0% | +9.2% | -13.2% | -6.6% |
| 6M | -39.1% | +14.7% | -53.8% | -41.7% |
| YTD | -38.8% | +19.2% | -58.0% | -42.1% |
| 1Y | -49.6% | +15.2% | -64.7% | -51.9% |
| 3Y | -59.0% | +6.0% | -64.9% | -60.3% |
| 5Y | -61.8% | +5.4% | -67.2% | -62.9% |
| 10Y | +61.4% | +171.9% | -110.4% | +26.2% |
| All | +174.6% | +523.4% | -348.8% | +68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling