-37.7%
ZTS vs KEEL
+294.5%
-332.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | 0.0% |
| 7D | -3.7% | +2.9% | -6.6% | -3.9% |
| 30D | -0.8% | +0.8% | -1.6% | -1.0% |
| 3M | -9.7% | -35.3% | +25.6% | -9.0% |
| 6M | -38.4% | +59.4% | -97.8% | -40.3% |
| YTD | -41.1% | +51.9% | -93.0% | -43.0% |
| 1Y | -50.6% | +75.0% | -125.6% | -53.0% |
| 3Y | -59.1% | +224.5% | -283.7% | -63.4% |
| 5Y | -62.7% | -35.9% | -26.8% | -66.2% |
| All | -37.7% | +294.5% | -332.2% | -48.6% |
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