+201.1%
ZTS vs KDP
+637.0%
-435.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -0.4% |
| 7D | -7.4% | +4.0% | -11.4% | -8.5% |
| 30D | +9.9% | +16.8% | -6.9% | +5.2% |
| 3M | +10.3% | +32.0% | -21.7% | +2.0% |
| 6M | +9.2% | +35.2% | -26.0% | 0.0% |
| YTD | -32.9% | +40.9% | -73.8% | -39.4% |
| 1Y | -29.7% | +47.7% | -77.4% | -37.4% |
| 3Y | -49.0% | +34.8% | -83.8% | -53.8% |
| 5Y | -59.3% | +22.6% | -81.9% | -62.2% |
| 10Y | +78.9% | +266.4% | -187.5% | +28.2% |
| All | +201.1% | +637.0% | -435.8% | +76.2% |
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