+29.1%
KDP vs Z
-21.1%
+50.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | +2.2% | -4.6% | +6.8% | +2.5% |
| 30D | +19.9% | +8.3% | +11.6% | +19.5% |
| 3M | +21.5% | -11.6% | +33.1% | +21.9% |
| 6M | +30.1% | -33.6% | +63.7% | +31.1% |
| YTD | +34.9% | -56.7% | +91.6% | +37.3% |
| 1Y | +43.4% | -59.1% | +102.5% | +46.2% |
| 3Y | +29.1% | -20.4% | +49.5% | +24.5% |
| All | +29.1% | -21.1% | +50.1% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling