+294.5%
KEEL vs PNR
+75.0%
+219.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.0% | +3.9% |
| 7D | +2.9% | -6.0% | +8.9% | +6.9% |
| 30D | +0.8% | -14.0% | +14.8% | +10.5% |
| 3M | -35.3% | -21.7% | -13.6% | -26.5% |
| 6M | +59.4% | -37.3% | +96.6% | +111.7% |
| YTD | +51.9% | -45.1% | +97.0% | +119.5% |
| 1Y | +75.0% | -49.1% | +124.1% | +166.8% |
| 3Y | +224.5% | -14.8% | +239.4% | +254.6% |
| 5Y | -35.9% | -21.0% | -14.9% | -33.7% |
| All | +294.5% | +75.0% | +219.5% | +405.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling