+309.9%
KEEL vs Z
-7.1%
+317.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.2% |
| 7D | +19.3% | -7.1% | +26.3% | +23.4% |
| 30D | +9.1% | -4.8% | +13.9% | +9.7% |
| 3M | -31.5% | -9.3% | -22.2% | -31.4% |
| 6M | +75.8% | -29.0% | +104.8% | +100.5% |
| YTD | +57.9% | -52.9% | +110.8% | +123.0% |
| 1Y | +133.3% | -63.1% | +196.5% | +274.5% |
| 3Y | +204.1% | -36.9% | +241.0% | +251.9% |
| 5Y | -37.5% | -65.5% | +28.0% | -15.9% |
| All | +309.9% | -7.1% | +317.0% | +363.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling