+226.0%
KDP vs Z
+25.1%
+200.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.2% |
| 3M | +9.2% | -3.7% | +12.9% | +9.3% |
| 6M | +14.7% | -24.5% | +39.2% | +16.2% |
| YTD | +19.2% | -49.3% | +68.5% | +23.2% |
| 1Y | +15.2% | -58.7% | +73.8% | +20.4% |
| 3Y | +6.0% | -34.1% | +40.1% | +6.3% |
| 5Y | +5.4% | -64.5% | +70.0% | +7.8% |
| 10Y | +171.9% | -0.5% | +172.4% | +147.0% |
| All | +226.0% | +25.1% | +200.9% | +193.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling