+398.6%
ZS vs KEYS
+534.2%
-135.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 3M | +30.5% | -0.4% | +30.9% | +27.4% |
| 6M | +7.0% | +19.1% | -12.2% | -8.7% |
| YTD | -26.8% | +66.7% | -93.5% | -51.7% |
| 1Y | -42.6% | +96.5% | -139.1% | -66.5% |
| 3Y | -0.3% | +155.2% | -155.5% | -53.1% |
| 5Y | -39.2% | +88.0% | -127.2% | -64.2% |
| All | +398.6% | +534.2% | -135.6% | +29.2% |
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 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