+3.3%
ZM vs KEEL
+294.5%
-291.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -0.2% |
| 7D | -5.7% | +2.9% | -8.6% | -6.0% |
| 30D | -9.1% | +0.8% | -9.9% | -9.5% |
| 3M | +3.5% | -35.3% | +38.8% | +5.7% |
| 6M | +25.7% | +59.4% | -33.7% | +17.9% |
| YTD | +10.8% | +51.9% | -41.2% | +3.4% |
| 1Y | +12.8% | +75.0% | -62.2% | +1.6% |
| 3Y | +33.1% | +224.5% | -191.4% | +5.4% |
| 5Y | -68.3% | -35.9% | -32.4% | -73.9% |
| All | +3.3% | +294.5% | -291.2% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling