+23.3%
KRE vs ZETA
+306.8%
-283.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | +0.7% | +18.1% | -17.4% | -1.4% |
| 30D | +6.1% | +13.6% | -7.4% | +4.2% |
| 3M | -5.9% | +23.7% | -29.6% | -8.8% |
| 6M | +9.6% | +128.5% | -118.9% | -2.8% |
| YTD | +14.2% | +80.1% | -65.9% | +3.6% |
| 1Y | +22.5% | +98.0% | -75.5% | +9.5% |
| 3Y | +90.4% | +348.6% | -258.2% | +42.5% |
| 5Y | +11.9% | +286.6% | -274.7% | -18.0% |
| All | +23.3% | +306.8% | -283.5% | -8.4% |
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