+280.1%
KEEL vs PR
+590.4%
-310.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.3% | -7.6% | -7.3% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +4.6% | +10.4% | -5.9% | +3.5% |
| 3M | -34.5% | +21.1% | -55.6% | -36.0% |
| 6M | +59.3% | +28.8% | +30.5% | +53.9% |
| YTD | +46.4% | +71.8% | -25.4% | +36.9% |
| 1Y | +96.6% | +73.3% | +23.3% | +83.3% |
| 3Y | +182.0% | +85.9% | +96.1% | +160.6% |
| 5Y | -38.2% | +421.8% | -460.0% | -46.1% |
| All | +280.1% | +590.4% | -310.3% | +342.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling