-15.8%
KHC vs ZETA
+217.2%
-233.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.3% | -0.8% |
| 7D | -2.0% | +6.2% | -8.3% | -2.1% |
| 30D | +9.7% | -2.0% | +11.7% | +9.7% |
| 3M | -2.0% | +21.7% | -23.7% | -2.2% |
| 6M | +5.4% | +89.1% | -83.7% | +4.9% |
| YTD | +5.9% | +59.3% | -53.4% | +5.4% |
| 1Y | +7.5% | +66.2% | -58.7% | +6.9% |
| 3Y | -12.4% | +297.3% | -309.7% | -12.8% |
| 5Y | -15.8% | +227.5% | -243.3% | -14.0% |
| All | -15.8% | +217.2% | -233.1% | -14.0% |
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