+81.6%
KO vs ZETA
+337.8%
-256.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.6% |
| 6M | +14.3% | +66.8% | -52.5% | +14.1% |
| YTD | +27.3% | +50.2% | -22.9% | +27.2% |
| 1Y | +33.2% | +62.0% | -28.9% | +32.8% |
| 3Y | +64.5% | +276.4% | -211.9% | +59.8% |
| All | +81.6% | +337.8% | -256.2% | +75.8% |
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