+40.8%
KEY vs ZBH
-30.7%
+71.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.2% | -0.3% |
| 7D | +2.7% | -5.2% | +7.9% | +4.7% |
| 30D | -3.2% | -2.4% | -0.8% | -2.4% |
| 3M | +1.0% | +8.3% | -7.3% | -2.5% |
| 6M | +11.9% | +0.7% | +11.2% | +10.5% |
| YTD | +8.7% | +5.3% | +3.4% | +5.3% |
| 1Y | +18.5% | -9.1% | +27.5% | +20.6% |
| 3Y | +124.0% | -19.7% | +143.6% | +137.2% |
| 5Y | +40.8% | -31.3% | +72.1% | +54.0% |
| All | +40.8% | -30.7% | +71.6% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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