Zero-day attacks with unknown attack signatures are detected by correlating behavior differences of a plurality of entities. An entity baseline behavior for each entity of the plurality of entities is determined 310, the entity baseline behavior includes multiple variables. An entity behavior difference for each entity is determined at a series of points in time 320. Correlations between the entity behavior differences for the plurality of entities are determined at the series of points in time 330. Based on these correlations, it is determined whether the plurality of entities is exhibiting coordinated behavior differences 340. An attack signature is determined based on the entity behavior differences and the correlations 350. A database of attack signatures is generated 360.