+13.4%
KDP vs Z
-54.7%
+68.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.3% | -5.1% | -7.3% |
| 7D | -4.0% | -4.9% | +0.9% | -3.7% |
| 30D | +8.5% | +3.0% | +5.5% | +8.3% |
| 3M | +20.7% | -13.4% | +34.1% | +21.3% |
| 6M | +23.2% | -27.3% | +50.5% | +24.4% |
| YTD | +30.5% | -57.8% | +88.3% | +34.1% |
| 1Y | +35.9% | -60.0% | +95.9% | +39.9% |
| 3Y | +24.8% | -21.5% | +46.3% | +23.6% |
| 5Y | +13.4% | -55.0% | +68.4% | +11.9% |
| All | +13.4% | -54.7% | +68.1% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling