+61.0%
ZM vs KEY
+81.0%
-20.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.1% |
| 7D | +11.0% | +2.9% | +8.1% | +10.9% |
| 30D | +5.6% | +8.4% | -2.8% | +5.4% |
| 3M | -9.1% | -5.8% | -3.4% | -9.0% |
| 6M | -2.6% | +5.4% | -8.0% | -2.8% |
| YTD | +15.7% | +7.1% | +8.6% | +15.3% |
| 1Y | +18.8% | +26.8% | -8.1% | +17.8% |
| 3Y | +62.2% | +128.7% | -66.5% | +61.7% |
| 5Y | -60.9% | +13.6% | -74.5% | -63.6% |
| All | +61.0% | +81.0% | -20.0% | +91.3% |
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