+174.6%
ZTS vs KMI
+61.8%
+112.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | +1.9% | +0.9% | +1.0% | +1.6% |
| 3M | -4.0% | 0.0% | -4.0% | -4.1% |
| 6M | -39.1% | -5.7% | -33.4% | -38.4% |
| YTD | -38.8% | +17.5% | -56.3% | -41.6% |
| 1Y | -49.6% | +22.3% | -71.9% | -52.5% |
| 3Y | -59.0% | +111.9% | -170.9% | -67.1% |
| 5Y | -61.8% | +151.8% | -213.6% | -70.9% |
| 10Y | +61.4% | +138.7% | -77.2% | +18.3% |
| All | +174.6% | +61.8% | +112.8% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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