-20.0%
KEEL vs PL
+84.9%
-104.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.8% | +4.1% |
| 7D | +7.8% | -9.3% | +17.1% | +11.4% |
| 30D | -11.7% | -18.9% | +7.2% | -4.4% |
| 3M | -41.5% | -58.4% | +16.9% | -19.8% |
| 6M | +54.9% | -30.3% | +85.2% | +63.8% |
| YTD | +47.7% | -8.1% | +55.8% | +40.4% |
| 1Y | +177.6% | +180.5% | -2.9% | +58.7% |
| 3Y | +164.9% | +444.1% | -279.3% | -15.7% |
| 5Y | -45.9% | +83.0% | -128.9% | -76.3% |
| All | -20.0% | +84.9% | -104.9% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling