+165.6%
ZTS vs KR
+426.4%
-260.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -3.8% | -3.1% | -0.7% | -3.4% |
| 30D | -2.0% | +0.6% | -2.6% | -2.1% |
| 3M | -10.2% | -9.8% | -0.4% | -9.2% |
| 6M | -39.4% | -22.1% | -17.3% | -37.8% |
| YTD | -40.8% | -8.1% | -32.7% | -40.5% |
| 1Y | -50.1% | -14.7% | -35.5% | -49.4% |
| 3Y | -58.9% | +28.6% | -87.5% | -60.5% |
| 5Y | -62.4% | +36.4% | -98.7% | -64.4% |
| 10Y | +58.8% | +120.8% | -62.0% | +36.3% |
| All | +165.6% | +426.4% | -260.8% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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