+77.0%
ZTS vs KHC
-54.5%
+131.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -0.6% | -1.1% | +0.5% | -0.2% |
| 30D | +11.0% | +8.8% | +2.1% | +8.5% |
| 3M | +10.9% | -1.2% | +12.2% | +11.3% |
| 6M | +0.9% | +4.6% | -3.7% | -0.6% |
| YTD | -33.0% | +5.1% | -38.1% | -34.4% |
| 1Y | -29.6% | +6.2% | -35.8% | -31.3% |
| 3Y | -49.0% | -12.9% | -36.1% | -47.9% |
| 5Y | -59.5% | -16.8% | -42.7% | -58.5% |
| 10Y | +77.0% | -52.4% | +129.5% | +81.9% |
| All | +77.0% | -54.5% | +131.5% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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