+319.2%
ZETA vs KEY
+21.3%
+297.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +26.5% | +1.8% | +24.7% | +25.4% |
| 30D | +10.3% | +7.1% | +3.1% | +6.8% |
| 3M | +30.5% | -5.9% | +36.5% | +34.2% |
| 6M | +129.4% | +2.2% | +127.2% | +125.9% |
| YTD | +83.1% | +6.4% | +76.7% | +77.3% |
| 1Y | +82.1% | +24.8% | +57.3% | +63.8% |
| 3Y | +352.3% | +125.2% | +227.1% | +217.3% |
| 5Y | +293.1% | +13.0% | +280.2% | +299.2% |
| All | +319.2% | +21.3% | +297.9% | +313.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling