+177.6%
KEEL vs Z
-58.8%
+236.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.1% | +5.7% | +3.9% |
| 7D | +7.8% | -3.0% | +10.8% | +8.3% |
| 30D | -11.7% | -4.2% | -7.5% | -11.1% |
| 3M | -41.5% | -3.7% | -37.8% | -40.6% |
| 6M | +54.9% | -24.5% | +79.4% | +74.9% |
| YTD | +47.7% | -49.3% | +97.0% | +91.6% |
| 1Y | +177.6% | -58.7% | +236.3% | +305.4% |
| All | +177.6% | -58.8% | +236.4% | +305.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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