-16.1%
KEEL vs PCOR
-35.6%
+19.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +1.9% |
| 7D | +19.3% | -9.0% | +28.3% | +26.6% |
| 30D | +9.1% | -7.0% | +16.1% | +12.1% |
| 3M | -31.5% | +18.3% | -49.9% | -42.8% |
| 6M | +75.8% | -7.8% | +83.6% | +67.2% |
| YTD | +57.9% | -25.6% | +83.5% | +73.4% |
| 1Y | +133.3% | -22.7% | +156.0% | +145.5% |
| 3Y | +204.1% | -17.7% | +221.8% | +180.7% |
| 5Y | -37.5% | -42.0% | +4.5% | -29.1% |
| All | -16.1% | -35.6% | +19.5% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling