+31.8%
KLAC vs ZETA
+81.4%
-49.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -3.0% |
| 7D | +10.0% | +18.1% | -8.1% | +8.6% |
| 30D | -14.8% | +13.6% | -28.4% | -15.7% |
| 3M | -27.2% | +23.7% | -50.9% | -28.1% |
| 6M | -17.5% | +128.5% | -145.9% | -22.0% |
| YTD | +25.8% | +80.1% | -54.3% | +21.1% |
| 1Y | +31.8% | +98.0% | -66.2% | +23.6% |
| All | +31.8% | +81.4% | -49.6% | +23.6% |
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