+169.5%
KDP vs ZBH
-16.2%
+185.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.5% |
| 7D | -3.7% | -4.7% | +1.0% | -2.7% |
| 30D | +6.2% | -4.5% | +10.7% | +7.3% |
| 3M | +1.2% | +7.6% | -6.3% | -0.4% |
| 6M | +15.3% | +0.3% | +15.1% | +14.7% |
| YTD | +14.8% | +4.5% | +10.3% | +13.1% |
| 1Y | +17.6% | -9.4% | +27.0% | +18.9% |
| 3Y | +2.1% | -21.5% | +23.6% | +5.6% |
| 5Y | +2.7% | -28.4% | +31.1% | +6.9% |
| All | +169.5% | -16.2% | +185.7% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 10y: compounded portfolio wealth divided by compounded ZBH 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…
10y analysis · Full analysis span regression · 6 months rolling