+68.9%
KR vs ZETA
+235.0%
-166.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.7% |
| 7D | -0.2% | -3.7% | +3.6% | -0.1% |
| 30D | +5.1% | +5.7% | -0.7% | +5.0% |
| 3M | -8.2% | +50.4% | -58.6% | -8.5% |
| 6M | -18.0% | +65.5% | -83.5% | -18.4% |
| YTD | -4.8% | +48.3% | -53.1% | -5.2% |
| 1Y | -11.0% | +45.4% | -56.4% | -11.4% |
| 3Y | +37.7% | +270.8% | -233.1% | +33.4% |
| 5Y | +52.8% | +336.1% | -283.3% | +50.3% |
| All | +68.9% | +235.0% | -166.1% | +63.8% |
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 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