+174.6%
ZTS vs KEY
+285.4%
-110.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.0% | +2.2% | -4.2% | -2.5% |
| 30D | +1.9% | -3.0% | +4.9% | +2.5% |
| 3M | -4.0% | +3.3% | -7.3% | -4.9% |
| 6M | -39.1% | +9.2% | -48.3% | -40.3% |
| YTD | -38.8% | +10.6% | -49.5% | -40.2% |
| 1Y | -49.6% | +20.4% | -70.0% | -51.7% |
| 3Y | -59.0% | +121.8% | -180.8% | -66.4% |
| 5Y | -61.8% | +41.1% | -102.9% | -66.6% |
| 10Y | +61.4% | +168.5% | -107.1% | +5.2% |
| All | +174.6% | +285.4% | -110.8% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling