+512.2%
KLAC vs ZETA
+247.9%
+264.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.1% | +11.4% | +8.0% |
| 7D | +5.7% | +2.7% | +3.1% | +5.1% |
| 30D | -3.6% | +15.8% | -19.4% | -6.2% |
| 3M | -12.8% | +35.4% | -48.2% | -17.9% |
| 6M | +26.1% | +67.1% | -41.1% | +13.0% |
| YTD | +53.3% | +54.1% | -0.7% | +38.4% |
| 1Y | +113.7% | +67.8% | +45.8% | +88.4% |
| 3Y | +274.9% | +311.4% | -36.5% | +149.1% |
| 5Y | +470.1% | +324.8% | +145.3% | +259.9% |
| All | +512.2% | +247.9% | +264.2% | +307.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling