-14.5%
KEEL vs PL
+75.7%
-90.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.7% |
| 7D | +19.3% | -13.9% | +33.1% | +25.6% |
| 30D | +9.1% | -25.5% | +34.6% | +21.7% |
| 3M | -31.5% | -44.8% | +13.2% | -15.2% |
| 6M | +75.8% | -33.3% | +109.1% | +89.2% |
| YTD | +57.9% | -12.7% | +70.5% | +52.9% |
| 1Y | +133.3% | +90.9% | +42.4% | +64.4% |
| 3Y | +204.1% | +528.5% | -324.4% | -11.6% |
| 5Y | -37.5% | +72.7% | -110.3% | -72.1% |
| All | -14.5% | +75.7% | -90.2% | -63.0% |
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