+9.6%
ZM vs KEYS
+55.9%
-46.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | +0.4% |
| 7D | -8.4% | -14.8% | +6.4% | -7.4% |
| 30D | -1.9% | -25.6% | +23.7% | -0.4% |
| 3M | -10.1% | -16.2% | +6.2% | -9.0% |
| 6M | -13.9% | -18.6% | +4.8% | -13.1% |
| YTD | +6.4% | +40.7% | -34.3% | -9.5% |
| 1Y | +9.6% | +59.6% | -50.1% | -15.9% |
| All | +9.6% | +55.9% | -46.4% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling