+56.7%
KDP vs ZCMD
-100.0%
+156.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.8% |
| 7D | +4.0% | +1.4% | +2.6% | +4.0% |
| 30D | +16.8% | -29.9% | +46.7% | +16.7% |
| 3M | +32.0% | -54.9% | +86.9% | +31.8% |
| 6M | +35.2% | -99.7% | +134.8% | +36.6% |
| YTD | +40.9% | -99.9% | +140.8% | +42.5% |
| 1Y | +47.7% | -99.9% | +147.6% | +49.3% |
| 3Y | +34.8% | -100.0% | +134.8% | +37.9% |
| 5Y | +22.6% | -100.0% | +122.6% | +26.4% |
| All | +56.7% | -100.0% | +156.7% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling