+227.5%
ZETA vs KIM
+38.5%
+189.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +3.7% |
| 7D | +6.2% | +2.8% | +3.4% | +4.1% |
| 30D | -2.0% | +16.3% | -18.4% | -13.1% |
| 3M | +21.7% | +6.6% | +15.1% | +15.1% |
| 6M | +89.1% | +12.3% | +76.8% | +70.0% |
| YTD | +59.3% | +31.6% | +27.8% | +24.3% |
| 1Y | +66.2% | +31.5% | +34.7% | +29.5% |
| 3Y | +297.3% | +68.0% | +229.3% | +152.4% |
| 5Y | +227.5% | +38.7% | +188.8% | +147.9% |
| All | +227.5% | +38.5% | +189.0% | +147.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling