+205.7%
KEEL vs PL
+518.4%
-312.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.7% | +9.2% | +8.0% |
| 7D | +21.5% | -7.5% | +29.0% | +23.8% |
| 30D | -3.9% | -25.6% | +21.7% | +4.7% |
| 3M | -34.1% | -45.6% | +11.5% | -22.1% |
| 6M | +82.8% | -29.5% | +112.4% | +92.8% |
| YTD | +58.7% | -9.7% | +68.4% | +56.6% |
| 1Y | +191.4% | +84.4% | +107.0% | +137.9% |
| 3Y | +205.7% | +550.0% | -344.3% | +38.7% |
| All | +205.7% | +518.4% | -312.7% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling