-57.1%
KEEL vs PL
+40.9%
-98.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.4% |
| 7D | -0.5% | +10.0% | -10.6% | -4.4% |
| 30D | -27.1% | -2.3% | -24.8% | -25.5% |
| 3M | -43.8% | -44.2% | +0.4% | -29.2% |
| 6M | -55.2% | -66.1% | +10.9% | -33.3% |
| YTD | -20.9% | -30.0% | +9.1% | -15.7% |
| 1Y | -28.5% | +21.0% | -49.5% | -40.2% |
| 3Y | +66.1% | +516.5% | -450.4% | -52.3% |
| 5Y | -78.3% | +32.0% | -110.3% | -88.8% |
| All | -57.1% | +40.9% | -98.1% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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