+128.7%
KEEL vs PR
+554.5%
-425.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.8% | +5.6% | +8.1% |
| 7D | -1.4% | -0.5% | -0.9% | -1.2% |
| 30D | -29.8% | -4.6% | -25.2% | -29.4% |
| 3M | -37.1% | +4.7% | -41.8% | -37.5% |
| 6M | -51.9% | +12.4% | -64.3% | -52.6% |
| YTD | -11.9% | +62.9% | -74.8% | -17.2% |
| 1Y | -38.6% | +70.6% | -109.2% | -42.6% |
| 3Y | +72.5% | +90.0% | -17.5% | +59.3% |
| 5Y | -74.4% | +255.5% | -329.9% | -77.5% |
| All | +128.7% | +554.5% | -425.8% | +167.2% |
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