-62.3%
ZTS vs KEEL
-34.6%
-27.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.1% |
| 3M | -9.7% | -35.3% | +25.6% | -8.5% |
| 6M | -38.4% | +59.4% | -97.8% | -41.3% |
| YTD | -41.1% | +51.9% | -93.0% | -44.1% |
| 1Y | -50.6% | +75.0% | -125.6% | -54.4% |
| 3Y | -59.1% | +224.5% | -283.7% | -67.0% |
| All | -62.3% | -34.6% | -27.7% | -67.8% |
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