+83.5%
KO vs ZETA
+239.2%
-155.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.3% |
| 7D | -1.1% | -6.5% | +5.4% | -1.1% |
| 30D | +1.6% | +4.8% | -3.3% | +1.6% |
| 3M | +5.8% | +53.3% | -47.6% | +5.7% |
| 6M | +14.3% | +66.8% | -52.5% | +14.2% |
| YTD | +27.3% | +50.2% | -22.9% | +27.3% |
| 1Y | +33.2% | +62.0% | -28.9% | +33.0% |
| 3Y | +64.5% | +276.4% | -211.9% | +60.8% |
| 5Y | +83.1% | +341.6% | -258.5% | +79.7% |
| All | +83.5% | +239.2% | -155.7% | +81.2% |
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 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