+55.7%
ZTS vs KWEB
-19.7%
+75.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -3.7% | -5.6% | +1.8% | -2.7% |
| 30D | -0.8% | -10.7% | +9.9% | +1.4% |
| 3M | -9.7% | -7.4% | -2.3% | -8.5% |
| 6M | -38.4% | -19.3% | -19.1% | -36.0% |
| YTD | -41.1% | -27.8% | -13.3% | -37.5% |
| 1Y | -50.6% | -35.9% | -14.7% | -46.4% |
| 3Y | -59.1% | -1.9% | -57.2% | -60.3% |
| 5Y | -62.7% | -43.2% | -19.5% | -60.4% |
| All | +55.7% | -19.7% | +75.5% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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