+111.2%
KEEL vs ZYBT
-58.9%
+170.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.5% | +6.3% | +3.8% |
| 7D | +2.9% | -3.7% | +6.6% | +2.9% |
| 30D | +0.8% | 0.0% | +0.8% | +0.8% |
| 3M | -35.3% | +72.2% | -107.5% | -41.3% |
| 6M | +59.4% | +103.1% | -43.8% | +39.5% |
| YTD | +51.9% | +34.8% | +17.1% | +37.4% |
| 1Y | +75.0% | -83.2% | +158.2% | +77.7% |
| All | +111.2% | -58.9% | +170.1% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling