-62.3%
ZTS vs KWEB
-42.7%
-19.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -3.7% | -5.6% | +1.8% | -3.0% |
| 30D | -0.8% | -10.7% | +9.9% | +0.8% |
| 3M | -9.7% | -7.4% | -2.3% | -8.8% |
| 6M | -38.4% | -19.3% | -19.1% | -36.7% |
| YTD | -41.1% | -27.8% | -13.3% | -38.6% |
| 1Y | -50.6% | -35.9% | -14.7% | -47.7% |
| 3Y | -59.1% | -1.9% | -57.2% | -59.9% |
| All | -62.3% | -42.7% | -19.6% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling