+32.6%
KDP vs ZCMD
-100.0%
+132.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.9% | -0.9% |
| 7D | +1.3% | -8.0% | +9.3% | +1.2% |
| 30D | +6.0% | -27.9% | +33.9% | +5.9% |
| 3M | +9.2% | -74.6% | +83.8% | +10.2% |
| 6M | +14.7% | -99.5% | +114.1% | +16.1% |
| YTD | +19.2% | -99.7% | +118.9% | +20.7% |
| 1Y | +15.2% | -99.9% | +115.1% | +16.6% |
| 3Y | +6.0% | -100.0% | +106.0% | +8.8% |
| 5Y | +5.4% | -100.0% | +105.4% | +8.5% |
| All | +32.6% | -100.0% | +132.6% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling