-28.5%
KEEL vs PL
+12.6%
-41.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -25.8% |
| 3M | -43.8% | -44.2% | +0.4% | -31.6% |
| 6M | -55.2% | -66.1% | +10.9% | -38.3% |
| YTD | -20.9% | -30.0% | +9.1% | -14.5% |
| 1Y | -28.5% | +21.0% | -49.5% | -23.9% |
| All | -28.5% | +12.6% | -41.0% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling