-57.3%
KWEB vs ZETA
+237.6%
-294.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -14.9% | +10.5% | -25.4% | -16.4% |
| 3M | -5.4% | +44.3% | -49.7% | -11.2% |
| 6M | -18.9% | +59.4% | -78.3% | -25.6% |
| YTD | -27.2% | +49.5% | -76.7% | -33.0% |
| 1Y | -34.2% | +62.7% | -96.9% | -40.8% |
| 3Y | +0.6% | +274.6% | -274.0% | -32.3% |
| 5Y | -43.5% | +349.3% | -392.8% | -66.2% |
| All | -57.3% | +237.6% | -294.9% | -73.5% |
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