+45.9%
KDP vs Z
-58.2%
+104.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -2.9% | +0.5% |
| 7D | +0.3% | -5.2% | +5.5% | +0.6% |
| 30D | +16.3% | +5.7% | +10.6% | +15.9% |
| 3M | +24.0% | -8.7% | +32.7% | +24.0% |
| 6M | +30.0% | -26.0% | +56.0% | +27.7% |
| YTD | +36.1% | -55.0% | +91.1% | +29.2% |
| All | +45.9% | -58.2% | +104.2% | +39.5% |
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