-37.4%
ZTS vs KEEL
+309.9%
-347.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -3.8% | +19.3% | -23.0% | -4.3% |
| 30D | -2.0% | +9.1% | -11.1% | -2.5% |
| 3M | -10.2% | -31.5% | +21.4% | -9.6% |
| 6M | -39.4% | +75.8% | -115.2% | -41.4% |
| YTD | -40.8% | +57.9% | -98.7% | -42.8% |
| 1Y | -50.1% | +133.3% | -183.5% | -53.0% |
| 3Y | -58.9% | +204.1% | -263.0% | -63.1% |
| 5Y | -62.4% | -37.5% | -24.8% | -65.9% |
| All | -37.4% | +309.9% | -347.4% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling