+264.7%
ZETA vs KEY
+21.8%
+242.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.7% | +1.8% | +3.2% |
| 7D | +6.2% | -0.4% | +6.6% | +6.5% |
| 30D | -2.0% | +7.2% | -9.2% | -5.2% |
| 3M | +21.7% | -4.9% | +26.6% | +24.4% |
| 6M | +89.1% | +1.1% | +88.1% | +87.3% |
| YTD | +59.3% | +6.8% | +52.5% | +54.0% |
| 1Y | +66.2% | +23.3% | +42.9% | +50.3% |
| 3Y | +297.3% | +126.1% | +171.2% | +178.2% |
| 5Y | +227.5% | +15.2% | +212.3% | +230.1% |
| All | +264.7% | +21.8% | +242.9% | +258.9% |
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