+34.0%
KR vs ZETA
+274.1%
-240.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | -2.7% | -6.5% | +3.8% | -2.7% |
| 30D | +1.9% | +4.8% | -2.9% | +2.0% |
| 3M | -11.0% | +53.3% | -64.4% | -10.9% |
| 6M | -20.2% | +66.8% | -87.0% | -20.1% |
| YTD | -7.3% | +50.2% | -57.5% | -7.1% |
| 1Y | -13.1% | +62.0% | -75.1% | -13.1% |
| All | +34.0% | +274.1% | -240.0% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling