+414.5%
ZS vs KEY
+55.8%
+358.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.5% |
| 7D | -7.8% | +2.2% | -10.0% | -8.2% |
| 30D | +5.0% | -3.0% | +8.1% | +5.6% |
| 3M | +25.5% | +3.3% | +22.2% | +24.7% |
| 6M | +8.7% | +9.2% | -0.5% | +6.6% |
| YTD | -24.5% | +10.6% | -35.2% | -26.0% |
| 1Y | -36.7% | +20.4% | -57.1% | -39.0% |
| 3Y | +7.2% | +121.8% | -114.6% | -6.8% |
| 5Y | -40.9% | +41.1% | -82.0% | -46.3% |
| All | +414.5% | +55.8% | +358.8% | +398.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling