+294.5%
KEEL vs ZBH
-25.2%
+319.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.6% | +3.4% |
| 7D | +2.9% | -4.7% | +7.6% | +4.5% |
| 30D | +0.8% | -4.5% | +5.3% | +2.0% |
| 3M | -35.3% | +7.6% | -42.9% | -38.5% |
| 6M | +59.4% | +0.3% | +59.1% | +55.7% |
| YTD | +51.9% | +4.5% | +47.4% | +45.3% |
| 1Y | +75.0% | -9.4% | +84.4% | +74.5% |
| 3Y | +224.5% | -21.5% | +246.0% | +240.6% |
| 5Y | -35.9% | -28.4% | -7.5% | -31.2% |
| All | +294.5% | -25.2% | +319.7% | +430.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling