+22.4%
ZM vs KEEL
+169.0%
-146.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.6% | -0.3% | +3.2% |
| 7D | +2.9% | +7.8% | -4.8% | +2.8% |
| 30D | +0.7% | -11.7% | +12.4% | +0.8% |
| 3M | -3.7% | -41.5% | +37.8% | -2.9% |
| 6M | +29.9% | +54.9% | -25.0% | +27.8% |
| YTD | +17.4% | +47.7% | -30.2% | +14.8% |
| 1Y | +22.4% | +177.6% | -155.2% | +13.7% |
| All | +22.4% | +169.0% | -146.6% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling