+98.0%
ZETA vs KIM
+30.6%
+67.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.6% |
| 7D | +18.1% | +0.1% | +18.0% | +18.1% |
| 30D | +13.6% | +14.1% | -0.5% | +15.6% |
| 3M | +23.7% | +6.0% | +17.7% | +25.5% |
| 6M | +128.5% | +13.2% | +115.3% | +130.5% |
| YTD | +80.1% | +30.4% | +49.7% | +80.0% |
| 1Y | +98.0% | +31.0% | +67.0% | +95.2% |
| All | +98.0% | +30.6% | +67.4% | +95.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling