-26.7%
ZTS vs KEYS
+55.9%
-82.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -6.3% | +13.8% | +7.1% |
| 7D | +15.4% | -14.8% | +30.2% | +14.8% |
| 30D | +25.8% | -25.6% | +51.3% | +25.2% |
| 3M | +18.1% | -16.2% | +34.3% | +17.3% |
| 6M | -19.7% | -18.6% | -1.1% | -19.7% |
| YTD | -27.5% | +40.7% | -68.2% | -32.6% |
| 1Y | -26.7% | +59.6% | -86.3% | -34.3% |
| All | -26.7% | +55.9% | -82.6% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling