+144.5%
KDP vs ZS
+608.8%
-464.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.8% | +1.8% |
| 7D | +8.2% | -13.4% | +21.6% | +8.7% |
| 30D | +18.4% | -16.6% | +35.0% | +18.9% |
| 3M | +29.2% | +10.3% | +18.9% | +28.4% |
| 6M | +32.3% | +28.1% | +4.1% | +30.1% |
| YTD | +38.5% | -13.3% | +51.8% | +38.2% |
| 1Y | +48.5% | -40.7% | +89.2% | +50.8% |
| 3Y | +32.5% | +11.4% | +21.1% | +29.1% |
| 5Y | +19.7% | -42.2% | +61.9% | +18.5% |
| All | +144.5% | +608.8% | -464.3% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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