+48.9%
KDP vs ZCMD
-100.0%
+148.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +2.6% |
| 7D | -0.8% | -7.7% | +6.9% | -0.8% |
| 30D | +9.7% | -34.8% | +44.5% | +9.6% |
| 3M | +17.6% | -56.3% | +73.9% | +17.4% |
| 6M | +25.8% | -99.7% | +125.4% | +27.1% |
| YTD | +33.9% | -99.9% | +133.7% | +35.3% |
| 1Y | +38.9% | -99.9% | +138.8% | +40.4% |
| 3Y | +26.8% | -100.0% | +126.8% | +29.6% |
| 5Y | +16.3% | -100.0% | +116.3% | +19.9% |
| All | +48.9% | -100.0% | +148.9% | +75.3% |
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 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