-13.5%
KHC vs ZETA
+343.0%
-356.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.2% |
| 7D | -2.2% | -2.4% | +0.2% | -2.2% |
| 30D | -0.1% | +15.6% | -15.7% | -0.2% |
| 3M | +8.3% | +41.5% | -33.2% | +8.1% |
| 6M | +5.0% | +63.4% | -58.5% | +4.6% |
| YTD | +8.0% | +51.3% | -43.3% | +7.6% |
| 1Y | -1.1% | +65.8% | -66.9% | -1.5% |
| 3Y | -10.7% | +279.2% | -289.9% | -10.7% |
| 5Y | -13.5% | +341.8% | -355.3% | -12.4% |
| All | -13.5% | +343.0% | -356.5% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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