+246.3%
ZETA vs KMB
-2.7%
+249.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.7% |
| 7D | -2.4% | -2.7% | +0.3% | -2.4% |
| 30D | +15.6% | -5.0% | +20.6% | +15.7% |
| 3M | +41.5% | +6.6% | +34.9% | +41.8% |
| 6M | +63.4% | +1.0% | +62.5% | +63.9% |
| YTD | +51.3% | +6.0% | +45.3% | +51.5% |
| 1Y | +65.8% | -16.6% | +82.4% | +67.6% |
| 3Y | +279.2% | -8.6% | +287.8% | +283.4% |
| 5Y | +341.8% | -10.9% | +352.6% | +326.7% |
| All | +246.3% | -2.7% | +249.0% | +234.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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