+7.2%
KDP vs ZYBT
-58.9%
+66.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | -3.7% | -3.7% | 0.0% | -3.7% |
| 30D | +6.2% | 0.0% | +6.2% | +6.2% |
| 3M | +1.2% | +72.2% | -71.0% | +2.8% |
| 6M | +15.3% | +103.1% | -87.8% | +17.7% |
| YTD | +14.8% | +34.8% | -20.0% | +16.8% |
| 1Y | +17.6% | -83.2% | +100.8% | +18.2% |
| All | +7.2% | -58.9% | +66.1% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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