+98.7%
KEY vs ZBH
+325.5%
-226.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | +0.5% | +10.6% | -10.1% | -5.5% |
| 30D | +6.9% | +20.4% | -13.5% | -4.3% |
| 3M | -5.0% | +10.0% | -15.1% | -10.9% |
| 6M | +0.7% | +31.0% | -30.3% | -15.2% |
| YTD | +6.5% | +20.3% | -13.8% | -7.0% |
| 1Y | +22.6% | +22.2% | +0.4% | +5.9% |
| 3Y | +125.3% | +4.7% | +120.6% | +103.5% |
| 5Y | +13.9% | -13.7% | +27.6% | +13.0% |
| 10Y | +105.3% | +19.3% | +86.0% | +66.2% |
| All | +98.7% | +325.5% | -226.8% | -4.7% |
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