+242.2%
ZETA vs KIM
+33.7%
+208.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.7% |
| 7D | -0.1% | -1.0% | +0.9% | +0.5% |
| 30D | +10.5% | -1.1% | +11.5% | +11.2% |
| 3M | +44.3% | -5.3% | +49.6% | +49.1% |
| 6M | +59.4% | +3.9% | +55.5% | +53.6% |
| YTD | +49.5% | +20.3% | +29.2% | +28.8% |
| 1Y | +62.7% | +10.4% | +52.2% | +49.1% |
| 3Y | +274.6% | +46.3% | +228.3% | +184.5% |
| 5Y | +349.3% | +37.6% | +311.8% | +283.8% |
| All | +242.2% | +33.7% | +208.5% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling