+452.1%
KLAC vs ZETA
+341.5%
+110.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.0% |
| 7D | +6.2% | -0.1% | +6.2% | +6.1% |
| 30D | -5.0% | +10.5% | -15.5% | -6.9% |
| 3M | -14.4% | +44.3% | -58.7% | -20.6% |
| 6M | +28.3% | +59.4% | -31.1% | +15.4% |
| YTD | +51.1% | +49.5% | +1.6% | +36.5% |
| 1Y | +100.4% | +62.7% | +37.7% | +76.7% |
| 3Y | +276.3% | +274.6% | +1.7% | +147.6% |
| 5Y | +452.1% | +349.3% | +102.7% | +233.4% |
| All | +452.1% | +341.5% | +110.6% | +233.4% |
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