+58.8%
ZTS vs KMB
+12.7%
+46.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +1.3% |
| 7D | -3.8% | -8.6% | +4.9% | -0.3% |
| 30D | -2.0% | -7.5% | +5.5% | +1.0% |
| 3M | -10.2% | -0.6% | -9.6% | -10.3% |
| 6M | -39.4% | -1.5% | -37.9% | -39.4% |
| YTD | -40.8% | +1.6% | -42.4% | -41.6% |
| 1Y | -50.1% | -20.8% | -29.3% | -45.9% |
| 3Y | -58.9% | -12.4% | -46.5% | -57.7% |
| 5Y | -62.4% | -12.9% | -49.4% | -61.5% |
| 10Y | +58.8% | +14.7% | +44.1% | +48.3% |
| All | +58.8% | +12.7% | +46.1% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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