-42.1%
KWEB vs ZETA
+332.4%
-374.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | -5.6% | -3.7% | -1.8% | -5.0% |
| 30D | -10.7% | +5.7% | -16.4% | -11.6% |
| 3M | -7.4% | +50.4% | -57.9% | -13.6% |
| 6M | -19.3% | +65.5% | -84.8% | -26.4% |
| YTD | -27.8% | +48.3% | -76.1% | -33.4% |
| 1Y | -35.9% | +45.4% | -81.3% | -41.3% |
| 3Y | -1.9% | +270.8% | -272.7% | -34.4% |
| All | -42.1% | +332.4% | -374.4% | -65.8% |
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