+23.0%
KEY vs Z
-58.2%
+81.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.8% | -1.1% | +2.1% |
| 7D | -0.4% | -5.2% | +4.8% | +0.3% |
| 30D | +7.2% | +5.7% | +1.5% | +6.2% |
| 3M | -4.9% | -8.7% | +3.8% | -4.2% |
| 6M | +1.1% | -26.0% | +27.0% | +5.6% |
| YTD | +6.8% | -55.0% | +61.9% | +20.4% |
| All | +23.0% | -58.2% | +81.3% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling