+252.6%
ZETA vs KIM
+33.9%
+218.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | +2.7% | +0.4% | +2.2% | +2.3% |
| 30D | +15.8% | -4.0% | +19.8% | +19.0% |
| 3M | +35.4% | +0.5% | +34.9% | +33.9% |
| 6M | +67.1% | +3.6% | +63.5% | +61.3% |
| YTD | +54.1% | +20.4% | +33.6% | +32.7% |
| 1Y | +67.8% | +9.7% | +58.1% | +54.6% |
| 3Y | +311.4% | +46.0% | +265.4% | +212.8% |
| 5Y | +324.8% | +34.4% | +290.4% | +262.0% |
| All | +252.6% | +33.9% | +218.7% | +197.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling