+55.5%
ZM vs KEY
+83.8%
-28.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.8% | -3.1% | -4.8% |
| 7D | +1.6% | +2.7% | -1.1% | +1.5% |
| 30D | -7.7% | -3.2% | -4.5% | -7.6% |
| 3M | -4.7% | +1.0% | -5.6% | -4.7% |
| 6M | +24.4% | +11.9% | +12.6% | +23.9% |
| YTD | +11.8% | +8.7% | +3.1% | +11.4% |
| 1Y | +13.4% | +18.5% | -5.1% | +12.6% |
| 3Y | +33.8% | +124.0% | -90.1% | +33.3% |
| 5Y | -67.2% | +40.8% | -108.0% | -68.1% |
| All | +55.5% | +83.8% | -28.2% | +84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling