+5.0%
KDP vs ZCMD
-100.0%
+105.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.5% | -1.4% |
| 7D | -1.6% | -4.1% | +2.6% | -1.6% |
| 30D | +9.5% | -22.7% | +32.2% | +9.3% |
| 3M | +2.6% | -62.5% | +65.1% | +3.9% |
| 6M | +15.6% | -99.5% | +115.1% | +15.1% |
| YTD | +17.3% | -99.7% | +117.1% | +16.3% |
| 1Y | +20.1% | -99.9% | +120.0% | +18.2% |
| 3Y | +4.9% | -100.0% | +104.9% | +1.0% |
| 5Y | +5.0% | -100.0% | +105.0% | +0.5% |
| All | +5.0% | -100.0% | +105.0% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling