+1,117.5%
KDP vs ZBH
+56.7%
+1,060.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +1.3% | -2.8% | +4.1% | +2.0% |
| 30D | +6.0% | -0.1% | +6.1% | +6.0% |
| 3M | +9.2% | +13.4% | -4.2% | +5.5% |
| 6M | +14.7% | +3.0% | +11.7% | +13.1% |
| YTD | +19.2% | +9.7% | +9.5% | +15.6% |
| 1Y | +15.2% | -5.4% | +20.6% | +15.4% |
| 3Y | +6.0% | -15.6% | +21.5% | +7.9% |
| 5Y | +5.4% | -28.1% | +33.5% | +10.4% |
| 10Y | +171.9% | -15.2% | +187.1% | +153.8% |
| All | +1,117.5% | +56.7% | +1,060.8% | +697.1% |
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