+1,117.5%
KDP vs DPZ
+3,139.9%
-2,022.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | +1.3% | -2.5% | +3.8% | +1.8% |
| 30D | +6.0% | -7.0% | +12.9% | +7.4% |
| 3M | +9.2% | +11.6% | -2.4% | +6.7% |
| 6M | +14.7% | -15.2% | +29.9% | +17.9% |
| YTD | +19.2% | -17.2% | +36.4% | +23.0% |
| 1Y | +15.2% | -24.8% | +40.0% | +20.8% |
| 3Y | +6.0% | -8.7% | +14.6% | +5.5% |
| 5Y | +5.4% | -28.9% | +34.3% | +8.5% |
| 10Y | +171.9% | +153.6% | +18.2% | +110.5% |
| All | +1,117.5% | +3,139.9% | -2,022.4% | +412.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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