+294.5%
ZETA vs KIM
+45.7%
+248.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.6% | +8.4% |
| 7D | +13.2% | +2.8% | +10.5% | +11.3% |
| 30D | +6.0% | +15.9% | -9.9% | -4.2% |
| 3M | +27.3% | +7.8% | +19.6% | +20.6% |
| 6M | +104.6% | +11.9% | +92.7% | +87.2% |
| YTD | +72.3% | +31.0% | +41.3% | +39.7% |
| 1Y | +76.3% | +32.3% | +44.0% | +41.8% |
| 3Y | +325.6% | +65.5% | +260.1% | +197.1% |
| 5Y | +254.2% | +37.2% | +217.0% | +182.9% |
| All | +294.5% | +45.7% | +248.8% | +213.3% |
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