-53.2%
KEEL vs PCOR
-7.7%
-45.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.7% | +6.7% | +7.3% |
| 7D | -1.4% | +2.5% | -4.0% | -2.9% |
| 30D | -29.8% | +37.9% | -67.7% | -44.4% |
| 3M | -37.1% | +32.0% | -69.1% | -50.3% |
| 6M | -51.9% | +54.7% | -106.6% | -67.4% |
| YTD | -11.9% | +6.6% | -18.5% | -26.1% |
| 1Y | -38.6% | -1.7% | -36.9% | -44.8% |
| 3Y | +72.5% | +49.0% | +23.5% | +3.6% |
| 5Y | -74.4% | -12.5% | -61.8% | -78.4% |
| All | -53.2% | -7.7% | -45.5% | -58.7% |
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