+200.2%
ZTS vs KMB
+108.6%
+91.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.4% | +2.4% |
| 7D | -1.0% | +3.4% | -4.4% | -2.4% |
| 30D | +10.8% | +14.7% | -3.9% | +4.8% |
| 3M | +14.1% | +3.3% | +10.8% | +12.4% |
| 6M | +0.8% | +16.8% | -16.0% | -5.7% |
| YTD | -33.1% | +15.2% | -48.3% | -37.2% |
| 1Y | -30.0% | +13.3% | -43.3% | -33.9% |
| 3Y | -49.5% | +5.4% | -55.0% | -51.7% |
| 5Y | -60.2% | +2.7% | -63.0% | -61.9% |
| 10Y | +77.0% | +38.7% | +38.4% | +48.6% |
| All | +200.2% | +108.6% | +91.6% | +125.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling