+294.9%
ZETA vs KEY
+13.1%
+281.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.0% |
| 7D | +18.1% | +2.9% | +15.2% | +16.5% |
| 30D | +13.6% | +8.4% | +5.1% | +9.3% |
| 3M | +23.7% | -5.8% | +29.5% | +27.1% |
| 6M | +128.5% | +5.4% | +123.0% | +121.5% |
| YTD | +80.1% | +7.1% | +73.0% | +73.8% |
| 1Y | +98.0% | +26.8% | +71.2% | +76.4% |
| 3Y | +348.6% | +128.7% | +219.9% | +211.4% |
| All | +294.9% | +13.1% | +281.8% | +330.5% |
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