-45.3%
KEEL vs Z
-54.2%
+8.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +9.4% | -13.5% | -4.3% |
| 7D | -13.6% | +10.2% | -23.8% | -14.0% |
| 30D | -39.1% | +23.7% | -62.8% | -40.5% |
| 3M | -48.9% | -6.6% | -42.3% | -47.9% |
| 6M | -35.4% | -23.0% | -12.4% | -25.8% |
| YTD | -10.6% | -50.3% | +39.7% | +24.4% |
| 1Y | -45.3% | -53.6% | +8.3% | -20.3% |
| All | -45.3% | -54.2% | +8.8% | -20.3% |
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