-58.7%
ZTS vs KHC
-9.9%
-48.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -4.8% | -2.2% | -2.6% | -4.2% |
| 30D | +1.2% | -0.1% | +1.3% | +1.2% |
| 3M | -6.0% | +8.3% | -14.4% | -8.6% |
| 6M | -38.7% | +5.0% | -43.7% | -39.9% |
| YTD | -40.6% | +8.0% | -48.6% | -42.4% |
| 1Y | -50.6% | -1.1% | -49.5% | -50.6% |
| 3Y | -58.7% | -10.7% | -48.0% | -58.7% |
| All | -58.7% | -9.9% | -48.8% | -58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling