+189.6%
ZTS vs KEY
+262.3%
-72.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -0.4% | -1.3% | +0.9% | 0.0% |
| 30D | +11.7% | +5.1% | +6.6% | +10.6% |
| 3M | +3.5% | -7.1% | +10.6% | +5.1% |
| 6M | -27.6% | -4.4% | -23.3% | -26.9% |
| YTD | -35.5% | +4.0% | -39.5% | -36.1% |
| 1Y | -32.1% | +23.4% | -55.5% | -35.2% |
| 3Y | -49.1% | +113.9% | -163.0% | -57.9% |
| 5Y | -61.0% | +12.3% | -73.4% | -64.0% |
| 10Y | +74.4% | +125.5% | -51.1% | +19.9% |
| All | +189.6% | +262.3% | -72.7% | +67.6% |
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 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