+973.2%
KEYS vs Z
+25.1%
+948.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.8% |
| 7D | +2.3% | -3.0% | +5.3% | +2.8% |
| 30D | -2.6% | -4.2% | +1.6% | -2.3% |
| 3M | -4.6% | -3.7% | -0.9% | -5.0% |
| 6M | +8.7% | -24.5% | +33.2% | +13.2% |
| YTD | +61.0% | -49.3% | +110.3% | +80.3% |
| 1Y | +96.0% | -58.7% | +154.7% | +128.0% |
| 3Y | +144.4% | -34.1% | +178.5% | +152.2% |
| 5Y | +80.5% | -64.5% | +145.0% | +96.0% |
| 10Y | +974.9% | -0.5% | +975.4% | +757.6% |
| All | +973.2% | +25.1% | +948.1% | +677.4% |
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