+149.4%
KEYS vs Z
-37.2%
+186.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +2.9% | -7.1% | +10.0% | +4.2% |
| 30D | -1.3% | -4.8% | +3.5% | -0.9% |
| 3M | -0.1% | -9.3% | +9.2% | +0.8% |
| 6M | +17.4% | -29.0% | +46.3% | +24.8% |
| YTD | +62.9% | -52.9% | +115.8% | +90.2% |
| 1Y | +95.7% | -63.1% | +158.9% | +142.9% |
| All | +149.4% | -37.2% | +186.6% | +151.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling