+205.7%
KEEL vs PCOR
-17.1%
+222.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.2% | +10.6% | +8.9% |
| 7D | +21.5% | -6.9% | +28.4% | +25.1% |
| 30D | -3.9% | -1.5% | -2.3% | -4.7% |
| 3M | -34.1% | +18.5% | -52.6% | -41.2% |
| 6M | +82.8% | -4.7% | +87.5% | +77.3% |
| YTD | +58.7% | -22.8% | +81.5% | +74.5% |
| 1Y | +191.4% | -20.7% | +212.1% | +212.1% |
| 3Y | +205.7% | -14.6% | +220.3% | +218.2% |
| All | +205.7% | -17.1% | +222.8% | +218.2% |
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 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