+270.8%
ZETA vs KEYS
+154.3%
+116.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -3.5% |
| 7D | -3.7% | +3.5% | -7.2% | -5.7% |
| 30D | +5.7% | -4.5% | +10.2% | +8.0% |
| 3M | +50.4% | -0.4% | +50.9% | +45.9% |
| 6M | +65.5% | +19.1% | +46.3% | +36.8% |
| YTD | +48.3% | +66.7% | -18.4% | -9.2% |
| 1Y | +45.4% | +96.5% | -51.1% | -22.3% |
| 3Y | +270.8% | +155.2% | +115.6% | +52.5% |
| All | +270.8% | +154.3% | +116.4% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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