-45.3%
KEEL vs PNR
-31.2%
-14.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.3% | -7.4% | -4.6% |
| 7D | -13.6% | +11.9% | -25.5% | -15.7% |
| 30D | -39.1% | +37.1% | -76.3% | -43.5% |
| 3M | -48.9% | +5.7% | -54.6% | -49.2% |
| 6M | -35.4% | -5.7% | -29.7% | -31.9% |
| YTD | -10.6% | -29.8% | +19.2% | +5.3% |
| 1Y | -45.3% | -31.8% | -13.5% | -35.7% |
| All | -45.3% | -31.2% | -14.1% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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