-48.6%
ZTS vs KEY
+126.3%
-174.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +1.0% | +1.8% | -0.7% | +0.6% |
| 30D | +12.4% | +7.1% | +5.3% | +10.9% |
| 3M | +13.6% | -5.9% | +19.5% | +15.0% |
| 6M | +9.3% | +2.2% | +7.1% | +8.5% |
| YTD | -32.6% | +6.4% | -39.0% | -33.4% |
| 1Y | -30.0% | +24.8% | -54.8% | -32.8% |
| All | -48.6% | +126.3% | -174.8% | -55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling