-67.1%
ZM vs KEEL
-34.6%
-32.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -0.4% |
| 7D | -5.7% | +2.9% | -8.6% | -6.1% |
| 30D | -9.1% | +0.8% | -9.9% | -9.7% |
| 3M | +3.5% | -35.3% | +38.8% | +6.9% |
| 6M | +25.7% | +59.4% | -33.7% | +12.8% |
| YTD | +10.8% | +51.9% | -41.2% | -1.4% |
| 1Y | +12.8% | +75.0% | -62.2% | -6.3% |
| 3Y | +33.1% | +224.5% | -191.4% | -17.9% |
| All | -67.1% | -34.6% | -32.5% | -76.4% |
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