-49.6%
ZTS vs KEYS
+98.0%
-147.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -0.7% |
| 7D | -2.0% | +2.3% | -4.2% | -2.1% |
| 30D | +1.9% | -2.6% | +4.5% | +1.9% |
| 3M | -4.0% | -4.6% | +0.6% | -4.0% |
| 6M | -39.1% | +8.7% | -47.9% | -40.5% |
| YTD | -38.8% | +61.0% | -99.8% | -45.7% |
| 1Y | -49.6% | +96.0% | -145.6% | -58.0% |
| All | -49.6% | +98.0% | -147.5% | -58.0% |
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