-35.3%
KEEL vs Z
-64.7%
+29.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.0% | -0.2% | +1.4% |
| 7D | +2.9% | -6.0% | +8.9% | +6.4% |
| 30D | +0.8% | -2.3% | +3.1% | +0.1% |
| 3M | -35.3% | -0.6% | -34.7% | -38.8% |
| 6M | +59.4% | -27.6% | +87.0% | +84.1% |
| YTD | +51.9% | -52.4% | +104.3% | +128.3% |
| 1Y | +75.0% | -63.6% | +138.6% | +211.6% |
| 3Y | +224.5% | -36.4% | +260.9% | +270.5% |
| All | -35.3% | -64.7% | +29.4% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling