+82.9%
KO vs ZETA
+237.6%
-154.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | +0.8% | +10.5% | -9.7% | +0.8% |
| 3M | +8.3% | +44.3% | -36.0% | +8.3% |
| 6M | +14.0% | +59.4% | -45.4% | +14.0% |
| YTD | +26.9% | +49.5% | -22.6% | +26.9% |
| 1Y | +32.7% | +62.7% | -30.0% | +32.5% |
| 3Y | +63.9% | +274.6% | -210.7% | +60.2% |
| 5Y | +81.7% | +349.3% | -267.6% | +78.5% |
| All | +82.9% | +237.6% | -154.7% | +80.6% |
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