+99.5%
KEY vs Z
-14.8%
+114.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | -0.5% | -13.1% | +12.6% | +2.3% |
| 30D | +6.7% | +5.9% | +0.9% | +5.0% |
| 3M | -4.6% | -13.7% | +9.1% | -2.6% |
| 6M | +2.6% | -27.1% | +29.7% | +8.0% |
| YTD | +7.0% | -56.8% | +63.8% | +24.4% |
| 1Y | +23.5% | -60.2% | +83.7% | +45.9% |
| 3Y | +126.4% | -19.7% | +146.1% | +123.7% |
| 5Y | +13.0% | -53.7% | +66.7% | +18.8% |
| 10Y | +99.5% | -16.9% | +116.4% | +47.8% |
| All | +99.5% | -14.8% | +114.2% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling