+94.2%
KEY vs Z
-16.5%
+110.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | -0.1% |
| 7D | +2.9% | +0.8% | +2.1% | +2.7% |
| 30D | +8.4% | +5.2% | +3.2% | +6.8% |
| 3M | -5.8% | -17.0% | +11.3% | -2.9% |
| 6M | +5.4% | -22.7% | +28.1% | +9.6% |
| YTD | +7.1% | -56.3% | +63.4% | +24.2% |
| 1Y | +26.8% | -57.7% | +84.5% | +47.8% |
| 3Y | +128.7% | -16.5% | +145.2% | +124.2% |
| 5Y | +13.6% | -53.4% | +67.0% | +19.3% |
| All | +94.2% | -16.5% | +110.7% | +43.3% |
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