+63.0%
KR vs ZETA
+237.6%
-174.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | +0.6% | +10.5% | -9.8% | +0.5% |
| 3M | -9.8% | +44.3% | -54.1% | -10.1% |
| 6M | -22.1% | +59.4% | -81.6% | -22.5% |
| YTD | -8.1% | +49.5% | -57.6% | -8.5% |
| 1Y | -14.7% | +62.7% | -77.3% | -15.2% |
| 3Y | +28.6% | +274.6% | -246.1% | +24.6% |
| 5Y | +36.4% | +349.3% | -313.0% | +34.3% |
| All | +63.0% | +237.6% | -174.7% | +58.1% |
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