+56.2%
ZTS vs KEY
+167.0%
-110.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.6% |
| 7D | -4.8% | +2.7% | -7.5% | -5.3% |
| 30D | +1.2% | -3.2% | +4.5% | +1.9% |
| 3M | -6.0% | +1.0% | -7.0% | -6.4% |
| 6M | -38.7% | +11.9% | -50.6% | -40.1% |
| YTD | -40.6% | +8.7% | -49.3% | -41.7% |
| 1Y | -50.6% | +18.5% | -69.1% | -52.3% |
| 3Y | -58.7% | +124.0% | -182.7% | -65.7% |
| 5Y | -62.8% | +40.8% | -103.7% | -67.1% |
| 10Y | +56.2% | +167.0% | -110.8% | +15.8% |
| All | +56.2% | +167.0% | -110.8% | +15.8% |
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