+7.6%
KDP vs ZETA
+311.4%
-303.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.8% |
| 7D | +1.3% | +2.7% | -1.4% | +1.2% |
| 30D | +6.0% | +15.8% | -9.8% | +5.8% |
| 3M | +9.2% | +35.4% | -26.2% | +8.7% |
| 6M | +14.7% | +67.1% | -52.4% | +13.9% |
| YTD | +19.2% | +54.1% | -34.9% | +18.3% |
| 1Y | +15.2% | +67.8% | -52.7% | +14.0% |
| All | +7.6% | +311.4% | -303.8% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling