+242.2%
ZETA vs KNX
+53.2%
+189.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | +0.1% |
| 7D | -0.1% | +2.3% | -2.4% | -1.2% |
| 30D | +10.5% | +0.5% | +10.0% | +10.0% |
| 3M | +44.3% | -14.1% | +58.4% | +53.5% |
| 6M | +59.4% | +19.8% | +39.7% | +43.8% |
| YTD | +49.5% | +32.7% | +16.8% | +28.0% |
| 1Y | +62.7% | +62.3% | +0.3% | +25.3% |
| 3Y | +274.6% | +36.8% | +237.8% | +206.0% |
| 5Y | +349.3% | +41.8% | +307.6% | +261.6% |
| All | +242.2% | +53.2% | +189.0% | +185.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling