+344.5%
ZETA vs KEEL
-34.6%
+379.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -5.0% | -2.0% |
| 7D | -3.7% | +2.9% | -6.6% | -4.5% |
| 30D | +5.7% | +0.8% | +4.9% | +4.5% |
| 3M | +50.4% | -35.3% | +85.8% | +58.0% |
| 6M | +65.5% | +59.4% | +6.1% | +39.0% |
| YTD | +48.3% | +51.9% | -3.6% | +24.1% |
| 1Y | +45.4% | +75.0% | -29.6% | +11.2% |
| 3Y | +270.8% | +224.5% | +46.2% | +110.9% |
| All | +344.5% | -34.6% | +379.1% | +231.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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