+246.3%
ZETA vs KEY
+23.9%
+222.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.9% |
| 7D | -2.4% | +2.7% | -5.2% | -3.7% |
| 30D | +15.6% | -3.2% | +18.8% | +17.3% |
| 3M | +41.5% | +1.0% | +40.5% | +40.5% |
| 6M | +63.4% | +11.9% | +51.6% | +54.1% |
| YTD | +51.3% | +8.7% | +42.6% | +45.1% |
| 1Y | +65.8% | +18.5% | +47.3% | +53.0% |
| 3Y | +279.2% | +124.0% | +155.2% | +165.4% |
| 5Y | +341.8% | +40.8% | +300.9% | +322.3% |
| All | +246.3% | +23.9% | +222.4% | +238.2% |
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