+22.5%
KRE vs ZETA
+81.4%
-58.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.4% |
| 7D | +0.7% | +18.1% | -17.4% | -0.7% |
| 30D | +6.1% | +13.6% | -7.4% | +4.9% |
| 3M | -5.9% | +23.7% | -29.6% | -7.8% |
| 6M | +9.6% | +128.5% | -118.9% | -0.2% |
| YTD | +14.2% | +80.1% | -65.9% | +5.4% |
| 1Y | +22.5% | +98.0% | -75.5% | +10.9% |
| All | +22.5% | +81.4% | -58.9% | +10.9% |
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