+123.0%
KEY vs Z
+9.5%
+113.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -10.6% | +7.9% | -0.6% |
| 7D | -2.5% | -2.3% | -0.2% | -2.2% |
| 30D | +4.1% | +9.4% | -5.3% | +1.8% |
| 3M | -8.4% | -16.1% | +7.7% | -5.9% |
| 6M | -2.3% | -30.4% | +28.1% | +3.7% |
| YTD | +4.6% | -55.6% | +60.2% | +20.4% |
| 1Y | +24.6% | -58.5% | +83.1% | +45.2% |
| 3Y | +112.8% | -19.6% | +132.4% | +110.6% |
| 5Y | +12.9% | -54.1% | +67.1% | +18.8% |
| 10Y | +126.7% | -12.1% | +138.7% | +73.3% |
| All | +123.0% | +9.5% | +113.4% | +60.1% |
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