+103.8%
KEYS vs ZYBT
-58.9%
+162.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.0% |
| 7D | +3.5% | -3.7% | +7.2% | +3.5% |
| 30D | -4.5% | 0.0% | -4.5% | -4.5% |
| 3M | -0.4% | +72.2% | -72.6% | -0.2% |
| 6M | +19.1% | +103.1% | -84.0% | +18.0% |
| YTD | +66.7% | +34.8% | +31.9% | +66.6% |
| 1Y | +96.5% | -83.2% | +179.6% | +106.2% |
| All | +103.8% | -58.9% | +162.7% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling