+165.6%
ZTS vs KNX
+389.3%
-223.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.3% |
| 7D | -3.8% | +2.3% | -6.1% | -4.3% |
| 30D | -2.0% | +0.5% | -2.5% | -2.3% |
| 3M | -10.2% | -14.1% | +3.9% | -7.2% |
| 6M | -39.4% | +19.8% | -59.2% | -42.7% |
| YTD | -40.8% | +32.7% | -73.6% | -45.6% |
| 1Y | -50.1% | +62.3% | -112.4% | -56.7% |
| 3Y | -58.9% | +36.8% | -95.7% | -63.5% |
| 5Y | -62.4% | +41.8% | -104.1% | -67.3% |
| 10Y | +58.8% | +169.7% | -110.9% | +13.1% |
| All | +165.6% | +389.3% | -223.7% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling