+177.6%
KEEL vs PNR
-43.1%
+220.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | +7.8% | -2.4% | +10.1% | +8.7% |
| 30D | -11.7% | -12.8% | +1.1% | -7.0% |
| 3M | -41.5% | -17.0% | -24.5% | -37.6% |
| 6M | +54.9% | -37.4% | +92.3% | +105.7% |
| YTD | +47.7% | -41.6% | +89.3% | +99.8% |
| 1Y | +177.6% | -44.6% | +222.2% | +331.8% |
| All | +177.6% | -43.1% | +220.7% | +331.8% |
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