+46.6%
ZM vs KEY
+80.0%
-33.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.9% |
| 7D | -1.0% | +0.5% | -1.5% | -1.0% |
| 30D | -7.0% | +6.9% | -13.8% | -7.2% |
| 3M | -15.2% | -5.0% | -10.2% | -15.1% |
| 6M | -16.8% | +0.7% | -17.5% | -16.8% |
| YTD | +5.4% | +6.5% | -1.1% | +5.1% |
| 1Y | +9.3% | +22.6% | -13.3% | +8.5% |
| 3Y | +46.5% | +125.3% | -78.8% | +46.1% |
| 5Y | -63.8% | +13.9% | -77.7% | -66.3% |
| All | +46.6% | +80.0% | -33.3% | +74.3% |
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