+6.8%
KDP vs Z
-64.8%
+71.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | +1.3% | -3.0% | +4.3% | +1.4% |
| 30D | +6.0% | -4.2% | +10.2% | +6.1% |
| 3M | +9.2% | -3.7% | +12.9% | +9.2% |
| 6M | +14.7% | -24.5% | +39.2% | +15.5% |
| YTD | +19.2% | -49.3% | +68.5% | +21.7% |
| 1Y | +15.2% | -58.7% | +73.8% | +18.5% |
| 3Y | +6.0% | -34.1% | +40.1% | +5.9% |
| All | +6.8% | -64.8% | +71.7% | +6.5% |
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 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