+269.1%
KDP vs Z
+6.9%
+262.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.3% |
| 3M | +21.5% | -11.6% | +33.1% | +22.2% |
| 6M | +30.1% | -33.6% | +63.7% | +32.7% |
| YTD | +34.9% | -56.7% | +91.6% | +40.6% |
| 1Y | +43.4% | -59.1% | +102.5% | +49.8% |
| 3Y | +29.1% | -20.4% | +49.5% | +27.7% |
| 5Y | +15.0% | -55.3% | +70.2% | +15.8% |
| 10Y | +234.1% | -14.2% | +248.3% | +206.0% |
| All | +269.1% | +6.9% | +262.2% | +235.3% |
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