+32.5%
KDP vs ZBH
+5.6%
+26.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.9% |
| 7D | +8.2% | +10.6% | -2.4% | +6.2% |
| 30D | +18.4% | +20.4% | -2.0% | +14.5% |
| 3M | +29.2% | +10.0% | +19.2% | +26.7% |
| 6M | +32.3% | +31.0% | +1.2% | +26.9% |
| YTD | +38.5% | +20.3% | +18.2% | +33.8% |
| 1Y | +48.5% | +22.2% | +26.3% | +43.0% |
| 3Y | +32.5% | +4.7% | +27.7% | +25.3% |
| All | +32.5% | +5.6% | +26.9% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling