+24.4%
KRE vs ZETA
+239.2%
-214.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -1.4% | -6.5% | +5.1% | -0.6% |
| 30D | -3.9% | +4.8% | -8.7% | -4.6% |
| 3M | +3.6% | +53.3% | -49.7% | -2.5% |
| 6M | +15.4% | +66.8% | -51.4% | +6.5% |
| YTD | +15.2% | +50.2% | -35.0% | +7.2% |
| 1Y | +16.5% | +62.0% | -45.6% | +6.5% |
| 3Y | +85.2% | +276.4% | -191.2% | +42.0% |
| 5Y | +33.1% | +341.6% | -308.5% | -1.1% |
| All | +24.4% | +239.2% | -214.8% | -5.1% |
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 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