+55.7%
ZTS vs KNX
+166.7%
-111.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -3.7% | -5.6% | +1.8% | -2.4% |
| 30D | -0.8% | -4.4% | +3.6% | +0.2% |
| 3M | -9.7% | -17.3% | +7.6% | -5.8% |
| 6M | -38.4% | +22.6% | -61.0% | -42.2% |
| YTD | -41.1% | +31.1% | -72.2% | -45.9% |
| 1Y | -50.6% | +60.2% | -110.8% | -57.2% |
| 3Y | -59.1% | +35.8% | -94.9% | -63.8% |
| 5Y | -62.7% | +38.9% | -101.6% | -67.6% |
| All | +55.7% | +166.7% | -111.0% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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