-38.6%
ZS vs KEYS
+87.1%
-125.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.3% | -1.6% |
| 7D | -3.1% | +3.5% | -6.6% | -5.1% |
| 30D | -7.2% | -4.5% | -2.7% | -5.2% |
| 3M | +30.5% | -0.4% | +30.9% | +27.2% |
| 6M | +7.0% | +19.1% | -12.2% | -10.1% |
| YTD | -26.8% | +66.7% | -93.5% | -54.5% |
| 1Y | -42.6% | +96.5% | -139.1% | -69.2% |
| 3Y | -0.3% | +155.2% | -155.5% | -61.0% |
| All | -38.6% | +87.1% | -125.7% | -66.2% |
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