-67.1%
ZM vs KEYS
+87.1%
-154.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.6% |
| 7D | -5.7% | +3.5% | -9.2% | -7.1% |
| 30D | -9.1% | -4.5% | -4.6% | -7.7% |
| 3M | +3.5% | -0.4% | +3.9% | +1.6% |
| 6M | +25.7% | +19.1% | +6.5% | +11.0% |
| YTD | +10.8% | +66.7% | -55.9% | -21.4% |
| 1Y | +12.8% | +96.5% | -83.7% | -27.9% |
| 3Y | +33.1% | +155.2% | -122.0% | -33.2% |
| All | -67.1% | +87.1% | -154.2% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling