+119.9%
KMI vs ZETA
+247.9%
-128.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.4% | -0.4% |
| 7D | -0.5% | +2.7% | -3.2% | -0.6% |
| 30D | +0.9% | +15.8% | -14.9% | +0.1% |
| 3M | 0.0% | +35.4% | -35.4% | -1.7% |
| 6M | -5.7% | +67.1% | -72.8% | -8.6% |
| YTD | +17.5% | +54.1% | -36.6% | +14.0% |
| 1Y | +22.3% | +67.8% | -45.5% | +17.6% |
| 3Y | +111.9% | +311.4% | -199.5% | +85.5% |
| 5Y | +151.8% | +324.8% | -172.9% | +114.6% |
| All | +119.9% | +247.9% | -128.0% | +92.2% |
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 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