-45.3%
KEEL vs PCOR
+4.0%
-49.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +19.7% | -23.8% | -2.7% |
| 7D | -13.6% | +21.8% | -35.4% | -12.3% |
| 30D | -39.1% | +39.5% | -78.7% | -37.8% |
| 3M | -48.9% | +35.2% | -84.1% | -47.8% |
| 6M | -35.4% | +21.7% | -57.1% | -31.3% |
| YTD | -10.6% | +3.9% | -14.6% | -4.6% |
| 1Y | -45.3% | +6.9% | -52.3% | -40.9% |
| All | -45.3% | +4.0% | -49.4% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling