+17.0%
KDP vs ZETA
+232.9%
-216.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -6.0% | -0.8% |
| 7D | +2.2% | -0.4% | +2.7% | +2.2% |
| 30D | +19.9% | -8.0% | +28.0% | +20.0% |
| 3M | +21.5% | +21.4% | +0.1% | +21.1% |
| 6M | +30.1% | +80.1% | -50.0% | +28.8% |
| YTD | +34.9% | +52.5% | -17.5% | +33.8% |
| 1Y | +43.4% | +58.5% | -15.1% | +42.0% |
| 3Y | +29.1% | +281.7% | -252.6% | +23.4% |
| All | +17.0% | +232.9% | -216.0% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling