+503.2%
ZS vs KEY
+50.3%
+452.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.2% |
| 7D | -11.1% | -0.4% | -10.7% | -11.0% |
| 30D | -14.8% | +7.2% | -22.1% | -15.9% |
| 3M | +18.0% | -4.9% | +22.9% | +19.0% |
| 6M | +30.8% | +1.1% | +29.8% | +30.4% |
| YTD | -11.5% | +6.8% | -18.3% | -12.8% |
| 1Y | -37.8% | +23.3% | -61.1% | -40.3% |
| 3Y | +16.6% | +126.1% | -109.5% | +1.3% |
| 5Y | -43.6% | +15.2% | -58.8% | -47.9% |
| All | +503.2% | +50.3% | +452.8% | +487.6% |
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