-59.1%
ZTS vs KEYS
+154.3%
-213.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -0.5% |
| 7D | -3.7% | +3.5% | -7.2% | -4.3% |
| 30D | -0.8% | -4.5% | +3.7% | -0.2% |
| 3M | -9.7% | -0.4% | -9.3% | -10.4% |
| 6M | -38.4% | +19.1% | -57.5% | -41.4% |
| YTD | -41.1% | +66.7% | -107.8% | -48.7% |
| 1Y | -50.6% | +96.5% | -147.1% | -59.0% |
| 3Y | -59.1% | +155.2% | -214.3% | -71.0% |
| All | -59.1% | +154.3% | -213.5% | -71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling