+1,314.5%
KDP vs ZBH
+71.9%
+1,242.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +8.2% | +10.6% | -2.4% | +5.2% |
| 30D | +18.4% | +20.4% | -2.0% | +12.6% |
| 3M | +29.2% | +10.0% | +19.2% | +25.7% |
| 6M | +32.3% | +31.0% | +1.2% | +22.7% |
| YTD | +38.5% | +20.3% | +18.2% | +30.7% |
| 1Y | +48.5% | +22.2% | +26.3% | +39.4% |
| 3Y | +32.5% | +4.7% | +27.7% | +27.0% |
| 5Y | +19.7% | -13.7% | +33.4% | +19.3% |
| 10Y | +256.4% | +19.3% | +237.1% | +200.9% |
| All | +1,314.5% | +71.9% | +1,242.6% | +801.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling