+264.7%
ZETA vs KMB
+5.9%
+258.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.2% | +1.3% | +4.4% |
| 7D | +6.2% | +3.4% | +2.8% | +6.1% |
| 30D | -2.0% | +14.7% | -16.7% | -2.3% |
| 3M | +21.7% | +3.3% | +18.4% | +21.7% |
| 6M | +89.1% | +16.8% | +72.3% | +89.4% |
| YTD | +59.3% | +15.2% | +44.1% | +59.3% |
| 1Y | +66.2% | +13.3% | +52.9% | +66.3% |
| 3Y | +297.3% | +5.4% | +291.9% | +302.8% |
| 5Y | +227.5% | +2.7% | +224.8% | +230.1% |
| All | +264.7% | +5.9% | +258.8% | +252.2% |
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