-38.8%
ZTS vs KEYS
+13.9%
-52.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.8% |
| 7D | -4.5% | +0.9% | -5.4% | -4.4% |
| 30D | -3.3% | -5.3% | +1.9% | -3.7% |
| 3M | -9.7% | +0.5% | -10.3% | -10.9% |
| 6M | -38.8% | +14.0% | -52.9% | -39.5% |
| All | -38.8% | +13.9% | -52.7% | -39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling