+40.2%
KEYS vs ZYBT
-37.3%
+77.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.7% | -9.6% | -8.8% |
| 7D | -21.0% | -3.5% | -17.5% | -21.0% |
| 30D | -32.8% | +24.3% | -57.2% | -32.8% |
| 3M | -22.4% | -41.5% | +19.1% | -22.5% |
| 6M | -26.8% | +58.6% | -85.4% | -25.8% |
| YTD | +28.3% | +20.0% | +8.3% | +33.6% |
| 1Y | +40.2% | -35.2% | +75.4% | +72.1% |
| All | +40.2% | -37.3% | +77.5% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling