+224.5%
KEEL vs ZBH
-20.7%
+245.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.6% | +3.7% |
| 7D | +2.9% | -4.7% | +7.6% | +3.3% |
| 30D | +0.8% | -4.5% | +5.3% | +1.1% |
| 3M | -35.3% | +7.6% | -42.9% | -37.3% |
| 6M | +59.4% | +0.3% | +59.1% | +58.2% |
| YTD | +51.9% | +4.5% | +47.4% | +48.8% |
| 1Y | +75.0% | -9.4% | +84.4% | +77.5% |
| 3Y | +224.5% | -21.5% | +246.0% | +249.4% |
| All | +224.5% | -20.7% | +245.2% | +249.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 3y: compounded portfolio wealth divided by compounded ZBH 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…
3y analysis · Full analysis span regression · 6 months rolling