+172.8%
ZTS vs KWEB
+24.8%
+148.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.3% | -2.4% |
| 7D | -4.8% | -1.3% | -3.5% | -4.5% |
| 30D | +1.2% | -11.5% | +12.8% | +3.8% |
| 3M | -6.0% | -2.9% | -3.1% | -5.6% |
| 6M | -38.7% | -14.6% | -24.1% | -36.9% |
| YTD | -40.6% | -25.5% | -15.1% | -37.2% |
| 1Y | -50.6% | -31.1% | -19.5% | -46.9% |
| 3Y | -58.7% | +3.0% | -61.7% | -60.4% |
| 5Y | -62.8% | -42.6% | -20.2% | -61.0% |
| 10Y | +56.2% | -21.1% | +77.3% | +38.8% |
| All | +172.8% | +24.8% | +148.0% | +117.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling