+5.0%
KDP vs ZBRA
-40.4%
+45.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -1.2% |
| 7D | -1.6% | -1.8% | +0.2% | -1.4% |
| 30D | +9.5% | -8.8% | +18.3% | +10.4% |
| 3M | +2.6% | +47.2% | -44.6% | -1.5% |
| 6M | +15.6% | +61.3% | -45.7% | +9.8% |
| YTD | +17.3% | +42.0% | -24.7% | +12.5% |
| 1Y | +20.1% | +10.5% | +9.6% | +17.8% |
| 3Y | +4.9% | +34.5% | -29.6% | -1.6% |
| 5Y | +5.0% | -40.3% | +45.3% | +13.4% |
| All | +5.0% | -40.4% | +45.4% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling