+6.8%
KDP vs ZETA
+241.7%
-235.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | +2.1% | -2.4% | +4.5% | +2.1% |
| 30D | +8.5% | +15.6% | -7.1% | +8.3% |
| 3M | +6.6% | +41.5% | -34.9% | +6.1% |
| 6M | +17.1% | +63.4% | -46.4% | +16.3% |
| YTD | +19.0% | +51.3% | -32.3% | +18.3% |
| 1Y | +21.8% | +65.8% | -44.0% | +20.7% |
| 3Y | +6.4% | +279.2% | -272.7% | +3.0% |
| 5Y | +5.1% | +341.8% | -336.6% | +1.4% |
| All | +6.8% | +241.7% | -235.0% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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