+161.6%
KEY vs ZBRA
+425.5%
-263.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.8% | -3.8% | +2.0% | -0.2% |
| 30D | -3.3% | -10.2% | +6.9% | +1.0% |
| 3M | -0.2% | +58.7% | -58.9% | -20.0% |
| 6M | +12.1% | +61.9% | -49.8% | -12.2% |
| YTD | +8.4% | +41.7% | -33.3% | -10.7% |
| 1Y | +17.6% | +12.4% | +5.3% | +6.4% |
| 3Y | +123.3% | +34.2% | +89.1% | +80.2% |
| 5Y | +39.5% | -40.8% | +80.3% | +53.6% |
| All | +161.6% | +425.5% | -263.9% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling