+114.8%
KMI vs ZETA
+274.1%
-159.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.5% |
| 7D | -2.1% | -6.5% | +4.4% | -1.9% |
| 30D | -1.7% | +4.8% | -6.5% | -1.8% |
| 3M | -1.9% | +53.3% | -55.2% | -3.3% |
| 6M | -4.3% | +66.8% | -71.2% | -6.3% |
| YTD | +15.8% | +50.2% | -34.4% | +13.6% |
| 1Y | +17.6% | +62.0% | -44.5% | +14.5% |
| All | +114.8% | +274.1% | -159.3% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling