+157.8%
KMI vs ZETA
+350.7%
-192.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | +0.1% | +10.5% | -10.4% | -0.4% |
| 3M | +1.2% | +44.3% | -43.1% | -0.8% |
| 6M | -3.9% | +59.4% | -63.3% | -6.6% |
| YTD | +17.5% | +49.5% | -32.0% | +14.3% |
| 1Y | +22.6% | +62.7% | -40.0% | +18.3% |
| 3Y | +116.3% | +274.6% | -158.3% | +90.9% |
| All | +157.8% | +350.7% | -192.9% | +121.2% |
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