+65.8%
ZETA vs KEY
+19.7%
+46.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.4% |
| 7D | -2.4% | +2.7% | -5.2% | -4.5% |
| 30D | +15.6% | -3.2% | +18.8% | +18.5% |
| 3M | +41.5% | +1.0% | +40.5% | +38.9% |
| 6M | +63.4% | +11.9% | +51.6% | +43.0% |
| YTD | +51.3% | +8.7% | +42.6% | +37.4% |
| 1Y | +65.8% | +18.5% | +47.3% | +30.1% |
| All | +65.8% | +19.7% | +46.1% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling