+105.5%
KEEL vs PR
+575.9%
-470.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -4.7% |
| 7D | -0.5% | +6.0% | -6.5% | -1.2% |
| 30D | -27.1% | -4.2% | -22.9% | -26.7% |
| 3M | -43.8% | +10.0% | -53.8% | -44.4% |
| 6M | -55.2% | +15.6% | -70.8% | -56.0% |
| YTD | -20.9% | +68.2% | -89.0% | -25.9% |
| 1Y | -28.5% | +79.2% | -107.7% | -33.5% |
| 3Y | +66.1% | +94.9% | -28.8% | +52.9% |
| 5Y | -78.3% | +272.8% | -351.1% | -81.0% |
| All | +105.5% | +575.9% | -470.4% | +139.2% |
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