+12.2%
KEY vs Z
-55.4%
+67.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | 0.0% |
| 7D | -1.3% | -4.6% | +3.3% | -0.5% |
| 30D | +5.1% | +8.3% | -3.2% | +2.7% |
| 3M | -7.1% | -11.6% | +4.5% | -5.5% |
| 6M | -4.4% | -33.6% | +29.3% | +3.4% |
| YTD | +4.0% | -56.7% | +60.7% | +22.8% |
| 1Y | +23.4% | -59.1% | +82.5% | +47.5% |
| 3Y | +113.9% | -20.4% | +134.3% | +109.6% |
| All | +12.2% | -55.4% | +67.6% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling