-35.3%
KEEL vs ZBRA
-40.4%
+5.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +1.9% | +2.4% |
| 7D | +2.9% | -3.4% | +6.3% | +5.4% |
| 30D | +0.8% | -7.4% | +8.2% | +6.7% |
| 3M | -35.3% | +57.5% | -92.8% | -58.4% |
| 6M | +59.4% | +64.0% | -4.6% | -2.5% |
| YTD | +51.9% | +44.3% | +7.6% | +1.7% |
| 1Y | +75.0% | +10.9% | +64.1% | +47.4% |
| 3Y | +224.5% | +37.5% | +187.0% | +106.7% |
| All | -35.3% | -40.4% | +5.1% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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