+6.7%
KDP vs ZS
+8.5%
-1.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -1.0% |
| 7D | +1.3% | -7.8% | +9.1% | +1.1% |
| 30D | +6.0% | +5.0% | +0.9% | +6.1% |
| 3M | +9.2% | +25.5% | -16.3% | +9.7% |
| 6M | +14.7% | +8.7% | +6.0% | +15.3% |
| YTD | +19.2% | -24.5% | +43.7% | +19.9% |
| 1Y | +15.2% | -36.7% | +51.9% | +15.9% |
| All | +6.7% | +8.5% | -1.8% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling