+110.5%
KDP vs ZS
+517.5%
-407.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.7% |
| 7D | +1.3% | -7.8% | +9.1% | +1.6% |
| 30D | +6.0% | +5.0% | +0.9% | +5.7% |
| 3M | +9.2% | +25.5% | -16.3% | +8.1% |
| 6M | +14.7% | +8.7% | +6.0% | +13.6% |
| YTD | +19.2% | -24.5% | +43.7% | +19.8% |
| 1Y | +15.2% | -36.7% | +51.9% | +16.6% |
| 3Y | +6.0% | +7.2% | -1.2% | +3.4% |
| 5Y | +5.4% | -40.9% | +46.3% | +3.9% |
| All | +110.5% | +517.5% | -407.0% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling