-36.7%
ZS vs KEYS
+98.0%
-134.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -4.5% |
| 7D | -7.8% | +2.3% | -10.1% | -7.9% |
| 30D | +5.0% | -2.6% | +7.7% | +5.1% |
| 3M | +25.5% | -4.6% | +30.2% | +25.1% |
| 6M | +8.7% | +8.7% | 0.0% | +5.9% |
| YTD | -24.5% | +61.0% | -85.5% | -36.9% |
| 1Y | -36.7% | +96.0% | -132.7% | -52.7% |
| All | -36.7% | +98.0% | -134.7% | -52.7% |
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 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