+43.5%
KDP vs Z
-54.2%
+97.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +9.4% | -3.5% | +5.0% |
| 7D | +5.3% | +10.2% | -4.8% | +4.5% |
| 30D | +19.1% | +23.7% | -4.6% | +17.4% |
| 3M | +19.2% | -6.6% | +25.7% | +18.1% |
| 6M | +29.3% | -23.0% | +52.3% | +25.5% |
| YTD | +35.5% | -50.3% | +85.8% | +27.5% |
| 1Y | +43.5% | -53.6% | +97.1% | +35.8% |
| All | +43.5% | -54.2% | +97.6% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling