+5.1%
KDP vs ZBH
-30.7%
+35.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.6% |
| 7D | +2.1% | -5.2% | +7.3% | +3.0% |
| 30D | +8.5% | -2.4% | +10.9% | +8.9% |
| 3M | +6.6% | +8.3% | -1.6% | +5.2% |
| 6M | +17.1% | +0.7% | +16.4% | +16.5% |
| YTD | +19.0% | +5.3% | +13.7% | +17.5% |
| 1Y | +21.8% | -9.1% | +30.8% | +22.9% |
| 3Y | +6.4% | -19.7% | +26.1% | +9.0% |
| 5Y | +5.1% | -31.3% | +36.4% | +6.6% |
| All | +5.1% | -30.7% | +35.9% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling