+341.8%
ZETA vs KIM
+37.7%
+304.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.3% |
| 7D | -2.4% | -0.3% | -2.1% | -2.2% |
| 30D | +15.6% | -1.7% | +17.3% | +16.9% |
| 3M | +41.5% | -0.8% | +42.3% | +41.3% |
| 6M | +63.4% | +4.4% | +59.0% | +56.4% |
| YTD | +51.3% | +21.2% | +30.1% | +27.9% |
| 1Y | +65.8% | +10.5% | +55.3% | +50.7% |
| 3Y | +279.2% | +47.5% | +231.7% | +176.9% |
| 5Y | +341.8% | +37.1% | +304.7% | +277.9% |
| All | +341.8% | +37.7% | +304.0% | +277.9% |
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