+6.4%
KDP vs ZBRA
+34.1%
-27.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.1% |
| 7D | +2.1% | +2.6% | -0.5% | +1.9% |
| 30D | +8.5% | -6.4% | +14.8% | +8.9% |
| 3M | +6.6% | +51.3% | -44.7% | +3.2% |
| 6M | +17.1% | +60.5% | -43.4% | +12.7% |
| YTD | +19.0% | +45.2% | -26.1% | +15.1% |
| 1Y | +21.8% | +12.3% | +9.4% | +19.6% |
| 3Y | +6.4% | +37.5% | -31.1% | -0.4% |
| All | +6.4% | +34.1% | -27.6% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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