+87.8%
ZTS vs KHC
-50.5%
+138.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.5% | +0.3% |
| 7D | +5.6% | +2.0% | +3.5% | +5.0% |
| 30D | +12.1% | +10.6% | +1.5% | +9.1% |
| 3M | +11.3% | +0.5% | +10.8% | +11.0% |
| 6M | +14.3% | +12.1% | +2.3% | +10.3% |
| YTD | -31.9% | +8.9% | -40.8% | -34.0% |
| 1Y | -29.3% | +7.5% | -36.7% | -31.2% |
| 3Y | -48.0% | -10.7% | -37.3% | -47.2% |
| 5Y | -58.9% | -13.2% | -45.7% | -58.4% |
| All | +87.8% | -50.5% | +138.3% | +92.3% |
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