+312.3%
ZETA vs KMB
+3.5%
+308.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.7% |
| 7D | +18.1% | +0.9% | +17.2% | +18.1% |
| 30D | +13.6% | +10.1% | +3.5% | +13.3% |
| 3M | +23.7% | 0.0% | +23.7% | +23.8% |
| 6M | +128.5% | +15.7% | +112.8% | +128.9% |
| YTD | +80.1% | +12.6% | +67.4% | +80.1% |
| 1Y | +98.0% | +10.1% | +87.9% | +98.2% |
| 3Y | +348.6% | +2.1% | +346.4% | +354.5% |
| 5Y | +286.6% | -0.7% | +287.3% | +285.8% |
| All | +312.3% | +3.5% | +308.8% | +298.2% |
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