+58.8%
ZTS vs KHC
-55.4%
+114.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | 0.0% |
| 7D | -3.8% | -4.8% | +1.0% | -2.5% |
| 30D | -2.0% | +0.3% | -2.3% | -2.2% |
| 3M | -10.2% | +6.7% | -16.9% | -12.1% |
| 6M | -39.4% | +4.2% | -43.6% | -40.4% |
| YTD | -40.8% | +6.7% | -47.6% | -42.3% |
| 1Y | -50.1% | -1.4% | -48.7% | -50.3% |
| 3Y | -58.9% | -11.8% | -47.1% | -58.2% |
| 5Y | -62.4% | -13.4% | -49.0% | -61.9% |
| 10Y | +58.8% | -54.3% | +113.1% | +63.7% |
| All | +58.8% | -55.4% | +114.3% | +63.7% |
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