+202.4%
ZETA vs KEY
+11.7%
+190.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +5.5% |
| 7D | -0.4% | -1.3% | +0.8% | +0.2% |
| 30D | -8.0% | +5.1% | -13.2% | -10.2% |
| 3M | +21.4% | -7.1% | +28.5% | +25.6% |
| 6M | +80.1% | -4.4% | +84.5% | +83.2% |
| YTD | +52.5% | +4.0% | +48.5% | +49.2% |
| 1Y | +58.5% | +23.4% | +35.1% | +43.0% |
| 3Y | +281.7% | +113.9% | +167.8% | +172.7% |
| All | +202.4% | +11.7% | +190.8% | +230.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling