+13.0%
KEY vs Z
-54.7%
+67.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | 0.0% |
| 7D | +1.8% | -4.9% | +6.7% | +2.9% |
| 30D | +7.1% | +3.0% | +4.2% | +5.9% |
| 3M | -5.9% | -13.4% | +7.5% | -3.9% |
| 6M | +2.2% | -27.3% | +29.5% | +8.1% |
| YTD | +6.4% | -57.8% | +64.2% | +26.3% |
| 1Y | +24.8% | -60.0% | +84.8% | +49.8% |
| 3Y | +125.2% | -21.5% | +146.8% | +121.2% |
| 5Y | +13.0% | -55.0% | +67.9% | +12.8% |
| All | +13.0% | -54.7% | +67.7% | +12.8% |
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 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