+1,018.0%
KEYS vs Z
-2.5%
+1,020.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | 0.0% | +3.2% |
| 7D | +3.5% | -6.0% | +9.5% | +4.6% |
| 30D | -4.5% | -2.3% | -2.2% | -4.5% |
| 3M | -0.4% | -0.6% | +0.2% | -1.5% |
| 6M | +19.1% | -27.6% | +46.7% | +25.0% |
| YTD | +66.7% | -52.4% | +119.0% | +88.9% |
| 1Y | +96.5% | -63.6% | +160.1% | +134.5% |
| 3Y | +155.2% | -36.4% | +191.5% | +164.9% |
| 5Y | +88.0% | -64.6% | +152.6% | +103.9% |
| All | +1,018.0% | -2.5% | +1,020.5% | +810.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling