+26.8%
KDP vs ZETA
+348.6%
-321.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.6% |
| 7D | -0.8% | +18.1% | -18.9% | -0.9% |
| 30D | +9.7% | +13.6% | -3.9% | +9.6% |
| 3M | +17.6% | +23.7% | -6.1% | +17.4% |
| 6M | +25.8% | +128.5% | -102.7% | +24.8% |
| YTD | +33.9% | +80.1% | -46.2% | +32.9% |
| 1Y | +38.9% | +98.0% | -59.1% | +37.7% |
| 3Y | +26.8% | +348.6% | -321.8% | +14.2% |
| All | +26.8% | +348.6% | -321.8% | +14.2% |
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