+116.1%
KMI vs ZETA
+235.0%
-118.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | -0.2% |
| 7D | -1.7% | -3.7% | +2.0% | -1.6% |
| 30D | -2.7% | +5.7% | -8.5% | -3.0% |
| 3M | -0.7% | +50.4% | -51.1% | -2.9% |
| 6M | -5.0% | +65.5% | -70.4% | -7.9% |
| YTD | +15.5% | +48.3% | -32.8% | +12.3% |
| 1Y | +16.4% | +45.4% | -28.9% | +13.0% |
| 3Y | +114.2% | +270.8% | -156.6% | +88.6% |
| 5Y | +153.3% | +336.1% | -182.9% | +115.2% |
| All | +116.1% | +235.0% | -118.8% | +89.3% |
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 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