-11.7%
KR vs ZETA
+68.7%
-80.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | -0.1% |
| 7D | +1.5% | +2.7% | -1.1% | +1.7% |
| 30D | +4.1% | +15.8% | -11.7% | +5.0% |
| 3M | -5.2% | +35.4% | -40.6% | -3.7% |
| 6M | -12.8% | +67.1% | -79.9% | -9.9% |
| YTD | -4.6% | +54.1% | -58.7% | -1.8% |
| 1Y | -11.7% | +67.8% | -79.5% | -8.2% |
| All | -11.7% | +68.7% | -80.4% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling