+87.8%
ZTS vs KEY
+96.4%
-8.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +5.6% | +2.9% | +2.6% | +4.9% |
| 30D | +12.1% | +8.4% | +3.6% | +10.3% |
| 3M | +11.3% | -5.8% | +17.0% | +12.6% |
| 6M | +14.3% | +5.4% | +8.9% | +12.9% |
| YTD | -31.9% | +7.1% | -38.9% | -32.9% |
| 1Y | -29.3% | +26.8% | -56.1% | -32.6% |
| 3Y | -48.0% | +128.7% | -176.7% | -57.1% |
| 5Y | -58.9% | +13.6% | -72.5% | -61.9% |
| All | +87.8% | +96.4% | -8.6% | +43.9% |
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