+6.4%
KDP vs ZCMD
-100.0%
+106.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | +2.1% | -1.4% | +3.5% | +2.1% |
| 30D | +8.5% | -21.6% | +30.0% | +8.3% |
| 3M | +6.6% | -67.4% | +74.0% | +7.9% |
| 6M | +17.1% | -99.4% | +116.5% | +17.0% |
| YTD | +19.0% | -99.7% | +118.8% | +18.4% |
| 1Y | +21.8% | -99.9% | +121.7% | +20.4% |
| 3Y | +6.4% | -100.0% | +106.4% | +1.3% |
| All | +6.4% | -100.0% | +106.4% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling