+26.8%
KRE vs ZETA
+247.9%
-221.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.0% |
| 7D | +1.3% | +2.7% | -1.3% | +0.9% |
| 30D | -2.7% | +15.8% | -18.5% | -4.7% |
| 3M | +8.2% | +35.4% | -27.2% | +3.4% |
| 6M | +12.8% | +67.1% | -54.3% | +4.1% |
| YTD | +17.5% | +54.1% | -36.6% | +9.0% |
| 1Y | +16.6% | +67.8% | -51.2% | +6.2% |
| 3Y | +79.5% | +311.4% | -232.0% | +36.1% |
| 5Y | +32.4% | +324.8% | -292.4% | -1.6% |
| All | +26.8% | +247.9% | -221.1% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling