+63.3%
KEEL vs PCOR
+43.2%
+20.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +4.2% |
| 7D | +3.7% | +22.2% | -18.5% | -5.8% |
| 30D | -35.7% | +36.0% | -71.8% | -44.5% |
| 3M | -49.5% | +34.0% | -83.5% | -57.1% |
| 6M | -50.6% | +43.5% | -94.1% | -60.3% |
| YTD | -16.6% | +5.1% | -21.7% | -20.3% |
| 1Y | -46.4% | -3.9% | -42.5% | -44.8% |
| 3Y | +63.3% | +52.9% | +10.4% | +11.4% |
| All | +63.3% | +43.2% | +20.1% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling