-81.2%
ZKH vs SPY
+67.7%
-148.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -1.0% | -0.8% | -0.3% | -0.7% |
| 30D | 0.0% | -1.1% | +1.1% | +0.5% |
| 3M | +2.8% | +3.9% | -1.0% | +1.1% |
| 6M | -12.0% | +13.6% | -25.7% | -16.7% |
| YTD | -20.7% | +12.7% | -33.3% | -24.6% |
| 1Y | -2.3% | +17.5% | -19.8% | -9.0% |
| All | -81.2% | +67.7% | -148.9% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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