+291.9%
ZETA vs KEY
+122.6%
+169.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.3% | -4.2% |
| 7D | +2.7% | +2.2% | +0.5% | +1.3% |
| 30D | +15.8% | -3.0% | +18.8% | +17.8% |
| 3M | +35.4% | +3.3% | +32.1% | +32.2% |
| 6M | +67.1% | +9.2% | +57.9% | +57.2% |
| YTD | +54.1% | +10.6% | +43.4% | +44.4% |
| 1Y | +67.8% | +20.4% | +47.4% | +49.7% |
| All | +291.9% | +122.6% | +169.3% | +157.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling