+876.3%
KEYS vs Z
+7.8%
+868.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.6% | -2.8% |
| 7D | +9.4% | +0.8% | +8.5% | +9.2% |
| 30D | -16.8% | +5.2% | -21.9% | -18.2% |
| 3M | -15.9% | -17.0% | +1.2% | -14.1% |
| 6M | -17.6% | -22.7% | +5.1% | -15.5% |
| YTD | +46.5% | -56.3% | +102.8% | +66.7% |
| 1Y | +66.9% | -57.7% | +124.5% | +90.9% |
| 3Y | +141.4% | -16.5% | +157.9% | +135.7% |
| 5Y | +59.5% | -53.4% | +112.9% | +66.0% |
| 10Y | +761.1% | -15.9% | +777.0% | +601.6% |
| All | +876.3% | +7.8% | +868.5% | +618.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling