+177.6%
KEEL vs ZCMD
-99.9%
+277.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.7% | +7.3% | +3.7% |
| 7D | +7.8% | -8.0% | +15.8% | +8.0% |
| 30D | -11.7% | -27.9% | +16.2% | -11.0% |
| 3M | -41.5% | -74.6% | +33.1% | -41.2% |
| 6M | +54.9% | -99.5% | +154.4% | +67.7% |
| YTD | +47.7% | -99.7% | +147.4% | +73.2% |
| 1Y | +177.6% | -99.9% | +277.5% | +225.6% |
| All | +177.6% | -99.9% | +277.5% | +225.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling