+88.8%
ZTS vs KHC
-42.6%
+131.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.4% | +3.9% |
| 7D | -1.0% | -2.0% | +1.0% | -0.4% |
| 30D | +10.8% | +9.7% | +1.1% | +8.0% |
| 3M | +14.1% | -2.0% | +16.1% | +14.7% |
| 6M | +0.8% | +5.4% | -4.7% | -1.1% |
| YTD | -33.1% | +5.9% | -39.0% | -34.7% |
| 1Y | -30.0% | +7.5% | -37.5% | -32.0% |
| 3Y | -49.5% | -12.4% | -37.1% | -48.4% |
| 5Y | -60.2% | -15.8% | -44.4% | -59.4% |
| 10Y | +77.0% | -54.1% | +131.1% | +93.5% |
| All | +88.8% | -42.6% | +131.4% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling