+37.5%
ZM vs KEY
+132.7%
-95.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | +2.9% | +2.2% | +0.7% | +2.4% |
| 30D | +0.7% | -3.0% | +3.7% | +1.4% |
| 3M | -3.7% | +3.3% | -7.0% | -4.8% |
| 6M | +29.9% | +9.2% | +20.7% | +26.0% |
| YTD | +17.4% | +10.6% | +6.8% | +13.2% |
| 1Y | +22.4% | +20.4% | +2.0% | +14.9% |
| All | +37.5% | +132.7% | -95.2% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling