+252.6%
ZETA vs KMB
-0.7%
+253.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -4.0% |
| 7D | +2.7% | -3.0% | +5.7% | +2.7% |
| 30D | +15.8% | -5.5% | +21.3% | +15.9% |
| 3M | +35.4% | +14.0% | +21.4% | +35.8% |
| 6M | +67.1% | +4.1% | +63.0% | +67.5% |
| YTD | +54.1% | +8.0% | +46.0% | +54.2% |
| 1Y | +67.8% | -13.7% | +81.6% | +69.5% |
| 3Y | +311.4% | -5.9% | +317.4% | +316.1% |
| 5Y | +324.8% | -8.6% | +333.4% | +312.0% |
| All | +252.6% | -0.7% | +253.4% | +240.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling