+29.0%
ZETA vs KRMN
+17.6%
+11.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.8% |
| 7D | -3.7% | -11.8% | +8.0% | -1.2% |
| 30D | +5.7% | -43.0% | +48.7% | +19.7% |
| 3M | +50.4% | -28.8% | +79.3% | +60.4% |
| 6M | +65.5% | -66.3% | +131.8% | +111.2% |
| YTD | +48.3% | -51.8% | +100.1% | +68.1% |
| 1Y | +45.4% | -44.7% | +90.1% | +54.3% |
| All | +29.0% | +17.6% | +11.4% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 5y: compounded portfolio wealth divided by compounded KRMN 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…
5y analysis · Full analysis span regression · 6 months rolling