-22.5%
KWEB vs DPZ
+141.0%
-163.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.1% |
| 7D | -5.6% | -8.6% | +3.1% | -3.2% |
| 30D | -10.7% | -11.9% | +1.2% | -7.7% |
| 3M | -7.4% | +0.4% | -7.8% | -8.0% |
| 6M | -19.3% | -19.9% | +0.6% | -14.9% |
| YTD | -27.8% | -24.4% | -3.4% | -22.7% |
| 1Y | -35.9% | -30.4% | -5.5% | -30.0% |
| 3Y | -1.9% | -17.4% | +15.4% | +0.1% |
| 5Y | -43.2% | -34.6% | -8.6% | -39.9% |
| All | -22.5% | +141.0% | -163.5% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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