+26.2%
KLAC vs ZETA
+84.8%
-58.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -4.2% |
| 7D | -5.7% | -5.0% | -0.7% | -5.4% |
| 30D | -27.6% | -3.3% | -24.2% | -27.4% |
| 3M | -23.3% | +31.0% | -54.3% | -24.4% |
| 6M | -12.4% | +72.2% | -84.5% | -15.8% |
| YTD | +23.7% | +56.2% | -32.4% | +19.1% |
| 1Y | +26.2% | +90.3% | -64.1% | +16.3% |
| All | +26.2% | +84.8% | -58.6% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling