+90.3%
ZETA vs KNX
+45.0%
+45.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | -5.0% | +2.5% | -7.5% | -5.8% |
| 30D | -3.3% | -4.4% | +1.1% | -2.0% |
| 3M | +31.0% | -12.7% | +43.7% | +36.8% |
| 6M | +72.2% | +0.9% | +71.3% | +68.8% |
| YTD | +56.2% | +20.3% | +35.8% | +35.7% |
| 1Y | +90.3% | +40.9% | +49.4% | +50.1% |
| All | +90.3% | +45.0% | +45.3% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling