+26.9%
KRE vs ZETA
+84.8%
-57.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.5% |
| 7D | +2.8% | -5.0% | +7.8% | +3.2% |
| 30D | +5.3% | -3.3% | +8.7% | +5.5% |
| 3M | -4.2% | +31.0% | -35.2% | -6.7% |
| 6M | +8.7% | +72.2% | -63.5% | +2.3% |
| YTD | +16.4% | +56.2% | -39.8% | +9.3% |
| 1Y | +26.9% | +90.3% | -63.4% | +15.5% |
| All | +26.9% | +84.8% | -57.9% | +15.5% |
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