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KK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AZO 7.69%CHD 7.69%CSU.TO 7.69%LLY 7.69%FTNT 7.69%HSY 7.69%NVO 7.69%ODFL 7.69%PANW 7.69%PWR 7.69%TTD 7.69%UFPT 7.69%ZS 7.69%EquityEquity
PositionCategory/SectorTarget Weight
AZO
AutoZone, Inc.
Consumer Cyclical
7.69%
CHD
Church & Dwight Co., Inc.
Consumer Defensive
7.69%
CSU.TO
Constellation Software Inc.
Technology
7.69%
FTNT
Fortinet, Inc.
Technology
7.69%
HSY
The Hershey Company
Consumer Defensive
7.69%
LLY
Eli Lilly and Company
Healthcare
7.69%
NVO
Novo Nordisk A/S
Healthcare
7.69%
ODFL
Old Dominion Freight Line, Inc.
Industrials
7.69%
PANW
Palo Alto Networks, Inc.
Technology
7.69%
PWR
Quanta Services, Inc.
Industrials
7.69%
TTD
The Trade Desk, Inc.
Technology
7.69%
UFPT
UFP Technologies, Inc.
Healthcare
7.69%
ZS
Zscaler, Inc.
Technology
7.69%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in KK, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
13.22%
15.23%
KK
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 16, 2018, corresponding to the inception date of ZS

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
2.66%1.61%15.23%22.15%12.59%11.41%
KK3.15%1.00%13.21%24.77%30.15%N/A
AZO
AutoZone, Inc.
8.03%5.82%10.88%23.36%26.16%18.98%
CHD
Church & Dwight Co., Inc.
1.21%1.28%5.17%6.96%8.58%11.45%
CSU.TO
Constellation Software Inc.
8.44%8.59%14.46%24.59%24.65%30.14%
LLY
Eli Lilly and Company
7.00%5.64%4.46%17.74%42.21%30.48%
FTNT
Fortinet, Inc.
8.78%5.45%84.16%55.52%32.87%32.18%
HSY
The Hershey Company
-14.53%-14.37%-26.31%-24.14%0.87%5.63%
NVO
Novo Nordisk A/S
-3.95%-5.74%-36.27%-29.37%22.19%16.93%
ODFL
Old Dominion Freight Line, Inc.
4.12%1.52%-6.94%-10.91%20.52%22.69%
PANW
Palo Alto Networks, Inc.
0.79%0.08%21.49%6.48%34.30%24.31%
PWR
Quanta Services, Inc.
-5.05%-8.13%21.02%48.56%49.71%26.65%
TTD
The Trade Desk, Inc.
-3.39%-6.81%33.91%68.21%30.94%N/A
UFPT
UFP Technologies, Inc.
14.41%14.61%-9.51%56.55%40.40%28.53%
ZS
Zscaler, Inc.
12.93%9.63%22.91%-12.20%27.89%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of KK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.63%3.15%
20243.49%11.63%1.70%-5.53%5.74%4.34%-0.41%10.35%-2.35%-1.00%8.93%-9.51%28.24%
20235.61%5.14%6.04%1.88%6.75%10.28%4.77%-3.32%-3.69%-3.25%6.71%4.09%48.07%
2022-14.82%6.88%-1.84%-9.10%-5.45%-3.39%5.43%3.39%-3.69%4.34%2.28%-6.77%-22.49%
2021-1.51%5.25%-6.17%7.79%-3.34%11.75%6.89%6.64%-5.46%10.76%10.61%-0.77%48.34%
20203.48%-3.41%-11.07%16.99%13.19%7.64%7.93%4.15%-0.18%-0.16%25.90%2.69%83.50%
201910.05%11.80%6.21%3.13%-6.28%7.53%6.70%-3.49%-8.39%3.24%11.17%-0.12%46.86%
2018-3.41%0.15%8.41%3.48%1.31%15.46%1.96%-9.01%5.87%-5.92%17.30%

Expense Ratio

KK has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of KK is 14, meaning it’s performing worse than 86% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of KK is 1414
Overall Rank
The Sharpe Ratio Rank of KK is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of KK is 1212
Sortino Ratio Rank
The Omega Ratio Rank of KK is 1212
Omega Ratio Rank
The Calmar Ratio Rank of KK is 1919
Calmar Ratio Rank
The Martin Ratio Rank of KK is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for KK, currently valued at 1.01, compared to the broader market-6.00-4.00-2.000.002.004.001.011.80
The chart of Sortino ratio for KK, currently valued at 1.49, compared to the broader market-6.00-4.00-2.000.002.004.006.001.492.42
The chart of Omega ratio for KK, currently valued at 1.19, compared to the broader market0.501.001.501.191.33
The chart of Calmar ratio for KK, currently valued at 1.66, compared to the broader market0.002.004.006.008.0010.0012.0014.001.662.72
The chart of Martin ratio for KK, currently valued at 4.59, compared to the broader market0.0010.0020.0030.0040.004.5911.10
KK
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AZO
AutoZone, Inc.
1.452.141.251.884.49
CHD
Church & Dwight Co., Inc.
0.510.841.100.781.70
CSU.TO
Constellation Software Inc.
0.871.311.161.404.08
LLY
Eli Lilly and Company
0.400.771.100.511.17
FTNT
Fortinet, Inc.
1.222.321.301.484.29
HSY
The Hershey Company
-0.98-1.440.84-0.53-2.10
NVO
Novo Nordisk A/S
-0.85-1.070.85-0.67-1.57
ODFL
Old Dominion Freight Line, Inc.
-0.46-0.450.94-0.61-1.04
PANW
Palo Alto Networks, Inc.
-0.060.211.04-0.09-0.19
PWR
Quanta Services, Inc.
1.151.601.262.347.38
TTD
The Trade Desk, Inc.
1.422.111.281.718.55
UFPT
UFP Technologies, Inc.
1.151.861.231.804.24
ZS
Zscaler, Inc.
-0.47-0.380.94-0.35-0.77

The current KK Sharpe ratio is 0.85. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.26 to 1.98, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of KK with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.01
1.80
KK
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

KK provided a 0.62% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.62%0.57%0.46%0.47%0.46%0.59%0.83%0.75%0.72%0.88%0.68%0.74%
AZO
AutoZone, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CHD
Church & Dwight Co., Inc.
1.07%1.08%1.15%1.31%0.99%1.10%1.30%1.33%1.51%1.61%1.58%1.57%
CSU.TO
Constellation Software Inc.
0.12%0.12%0.16%0.25%0.21%0.32%2.54%0.60%0.68%0.86%1.12%1.29%
LLY
Eli Lilly and Company
0.63%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%
FTNT
Fortinet, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HSY
The Hershey Company
3.79%3.24%2.39%1.67%1.76%2.07%2.03%2.57%2.24%2.32%2.50%1.96%
NVO
Novo Nordisk A/S
1.75%1.68%1.00%1.20%1.34%1.86%2.14%2.47%2.12%3.93%1.31%1.96%
ODFL
Old Dominion Freight Line, Inc.
0.57%0.59%0.39%0.42%0.22%0.31%0.36%0.74%0.30%0.00%0.00%0.00%
PANW
Palo Alto Networks, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PWR
Quanta Services, Inc.
0.12%0.09%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%0.00%
TTD
The Trade Desk, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UFPT
UFP Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZS
Zscaler, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.02%
-1.32%
KK
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the KK. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the KK was 33.31%, occurring on Jun 16, 2022. Recovery took 253 trading sessions.

The current KK drawdown is 7.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.31%Nov 17, 2021150Jun 16, 2022253Jun 13, 2023403
-31.53%Feb 20, 202020Mar 18, 202046May 22, 202066
-15.44%Sep 26, 201864Dec 24, 201827Feb 1, 201991
-15.23%Jul 29, 201947Oct 2, 201957Dec 20, 2019104
-14.59%Feb 22, 202158May 13, 202130Jun 24, 202188

Volatility

Volatility Chart

The current KK volatility is 4.53%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
4.53%
4.08%
KK
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

CHDHSYUFPTAZOLLYNVOPWRCSU.TOTTDODFLZSPANWFTNT
CHD1.000.470.070.230.230.170.100.100.030.170.070.100.12
HSY0.471.000.130.290.240.150.150.150.040.160.050.100.14
UFPT0.070.131.000.150.160.160.310.220.230.250.200.200.24
AZO0.230.290.151.000.190.190.300.210.180.300.120.190.25
LLY0.230.240.160.191.000.460.210.190.150.170.170.200.26
NVO0.170.150.160.190.461.000.210.260.210.230.250.240.29
PWR0.100.150.310.300.210.211.000.350.330.460.260.320.35
CSU.TO0.100.150.220.210.190.260.351.000.420.350.390.380.43
TTD0.030.040.230.180.150.210.330.421.000.370.590.500.53
ODFL0.170.160.250.300.170.230.460.350.371.000.330.360.42
ZS0.070.050.200.120.170.250.260.390.590.331.000.560.58
PANW0.100.100.200.190.200.240.320.380.500.360.561.000.63
FTNT0.120.140.240.250.260.290.350.430.530.420.580.631.00
The correlation results are calculated based on daily price changes starting from Mar 19, 2018
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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