+54.1%
ZM vs KEYS
+282.7%
-228.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.2% |
| 7D | -5.7% | +3.5% | -9.2% | -6.8% |
| 30D | -9.1% | -4.5% | -4.6% | -8.0% |
| 3M | +3.5% | -0.4% | +3.9% | +2.2% |
| 6M | +25.7% | +19.1% | +6.5% | +15.2% |
| YTD | +10.8% | +66.7% | -55.9% | -12.2% |
| 1Y | +12.8% | +96.5% | -83.7% | -16.4% |
| 3Y | +33.1% | +155.2% | -122.0% | -13.0% |
| 5Y | -68.3% | +88.0% | -156.3% | -77.4% |
| All | +54.1% | +282.7% | -228.5% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling