+1,071.7%
KEYS vs ZBRA
+426.9%
+644.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.1% |
| 7D | +2.9% | -1.8% | +4.7% | +3.6% |
| 30D | -1.3% | -8.8% | +7.5% | +2.2% |
| 3M | -0.1% | +47.2% | -47.4% | -15.4% |
| 6M | +17.4% | +61.3% | -43.9% | -4.8% |
| YTD | +62.9% | +42.0% | +20.9% | +37.3% |
| 1Y | +95.7% | +10.5% | +85.3% | +81.3% |
| 3Y | +150.2% | +34.5% | +115.7% | +108.8% |
| 5Y | +83.1% | -40.3% | +123.4% | +100.5% |
| 10Y | +1,020.9% | +421.5% | +599.4% | +491.8% |
| All | +1,071.7% | +426.9% | +644.9% | +451.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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