+21.3%
KWEB vs DPZ
+494.0%
-472.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.1% |
| 7D | -3.6% | -7.3% | +3.7% | -1.5% |
| 30D | -14.9% | -7.6% | -7.3% | -13.1% |
| 3M | -5.4% | +1.8% | -7.2% | -6.4% |
| 6M | -18.9% | -21.8% | +3.0% | -13.6% |
| YTD | -27.2% | -22.0% | -5.2% | -22.6% |
| 1Y | -34.2% | -28.6% | -5.6% | -28.4% |
| 3Y | +0.6% | -13.1% | +13.7% | +1.2% |
| 5Y | -43.5% | -33.2% | -10.3% | -40.0% |
| 10Y | -20.6% | +147.0% | -167.6% | -46.9% |
| All | +21.3% | +494.0% | -472.7% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling