+59.6%
KEYS vs Z
-54.2%
+113.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +9.4% | -15.7% | -5.1% |
| 7D | -14.8% | +10.2% | -25.0% | -13.6% |
| 30D | -25.6% | +23.7% | -49.3% | -23.9% |
| 3M | -16.2% | -6.6% | -9.7% | -15.1% |
| 6M | -18.6% | -23.0% | +4.4% | -13.7% |
| YTD | +40.7% | -50.3% | +91.0% | +58.6% |
| 1Y | +59.6% | -53.6% | +113.2% | +83.6% |
| All | +59.6% | -54.2% | +113.8% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling