+59.4%
ZETA vs KNX
+23.8%
+35.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.5% |
| 7D | -0.1% | +2.3% | -2.4% | -0.6% |
| 30D | +10.5% | +0.5% | +10.0% | +10.4% |
| 3M | +44.3% | -14.1% | +58.4% | +50.0% |
| 6M | +59.4% | +19.8% | +39.7% | +50.7% |
| All | +59.4% | +23.8% | +35.6% | +50.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling