+11.5%
KRE vs ZETA
+276.5%
-264.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.4% |
| 7D | +0.3% | +26.5% | -26.2% | -2.9% |
| 30D | +5.0% | +10.3% | -5.3% | +3.4% |
| 3M | -5.7% | +30.5% | -36.3% | -9.5% |
| 6M | +7.5% | +129.4% | -121.8% | -5.5% |
| YTD | +13.8% | +83.1% | -69.3% | +2.2% |
| 1Y | +20.7% | +82.1% | -61.4% | +8.2% |
| 3Y | +90.1% | +352.3% | -262.2% | +36.7% |
| 5Y | +11.5% | +293.1% | -281.6% | -21.1% |
| All | +11.5% | +276.5% | -264.9% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling