+484.4%
KLAC vs ZETA
+239.2%
+245.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | +2.5% | -6.5% | +8.9% | +3.5% |
| 30D | -11.5% | +4.8% | -16.4% | -12.4% |
| 3M | -16.9% | +53.3% | -70.3% | -23.5% |
| 6M | +22.2% | +66.8% | -44.6% | +9.5% |
| YTD | +46.4% | +50.2% | -3.8% | +32.7% |
| 1Y | +91.0% | +62.0% | +29.0% | +69.4% |
| 3Y | +264.6% | +276.4% | -11.8% | +146.4% |
| 5Y | +430.6% | +341.6% | +89.0% | +236.1% |
| All | +484.4% | +239.2% | +245.2% | +291.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling