+124.0%
KEY vs ZBRA
+34.1%
+89.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.1% | -0.8% |
| 7D | +2.7% | +2.6% | +0.2% | +1.8% |
| 30D | -3.2% | -6.4% | +3.1% | -1.0% |
| 3M | +1.0% | +51.3% | -50.3% | -15.4% |
| 6M | +11.9% | +60.5% | -48.6% | -9.7% |
| YTD | +8.7% | +45.2% | -36.5% | -9.2% |
| 1Y | +18.5% | +12.3% | +6.1% | +10.4% |
| 3Y | +124.0% | +37.5% | +86.4% | +66.4% |
| All | +124.0% | +34.1% | +89.9% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling