+239.5%
ZETA vs KEYS
+130.4%
+109.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -3.9% |
| 7D | -3.7% | +3.5% | -7.2% | -6.1% |
| 30D | +5.7% | -4.5% | +10.2% | +8.2% |
| 3M | +50.4% | -0.4% | +50.9% | +45.3% |
| 6M | +65.5% | +19.1% | +46.3% | +35.0% |
| YTD | +48.3% | +66.7% | -18.4% | -10.7% |
| 1Y | +45.4% | +96.5% | -51.1% | -23.5% |
| 3Y | +270.8% | +155.2% | +115.6% | +57.1% |
| 5Y | +336.1% | +88.0% | +248.1% | +116.3% |
| All | +239.5% | +130.4% | +109.1% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling