+94.1%
KEY vs ZBH
+318.7%
-224.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | -1.3% | +11.7% | -13.0% | -7.8% |
| 30D | +5.1% | +19.3% | -14.2% | -5.4% |
| 3M | -7.1% | +8.9% | -16.0% | -12.4% |
| 6M | -4.4% | +28.2% | -32.5% | -18.5% |
| YTD | +4.0% | +18.4% | -14.4% | -8.3% |
| 1Y | +23.4% | +20.6% | +2.8% | +7.4% |
| 3Y | +113.9% | -0.6% | +114.5% | +99.1% |
| 5Y | +12.3% | -19.7% | +32.1% | +16.3% |
| 10Y | +125.5% | +14.7% | +110.8% | +86.5% |
| All | +94.1% | +318.7% | -224.5% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling