-59.4%
KEEL vs ZYBT
-37.3%
-22.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.7% | -22.2% | -21.4% |
| 7D | -28.6% | -3.5% | -25.1% | -28.5% |
| 30D | -52.4% | +24.3% | -76.8% | -52.6% |
| 3M | -58.0% | -41.5% | -16.5% | -57.9% |
| 6M | -53.3% | +58.6% | -111.9% | -56.2% |
| YTD | -29.8% | +20.0% | -49.8% | -40.0% |
| 1Y | -59.4% | -35.2% | -24.1% | -70.4% |
| All | -59.4% | -37.3% | -22.1% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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