+135.9%
KEY vs Z
+25.1%
+110.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | +2.2% | -3.0% | +5.2% | +2.8% |
| 30D | -3.0% | -4.2% | +1.2% | -2.5% |
| 3M | +3.3% | -3.7% | +7.0% | +3.4% |
| 6M | +9.2% | -24.5% | +33.7% | +14.3% |
| YTD | +10.6% | -49.3% | +59.9% | +24.8% |
| 1Y | +20.4% | -58.7% | +79.1% | +41.0% |
| 3Y | +121.8% | -34.1% | +156.0% | +129.3% |
| 5Y | +41.1% | -64.5% | +105.7% | +54.2% |
| 10Y | +168.5% | -0.5% | +169.0% | +101.2% |
| All | +135.9% | +25.1% | +110.8% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling