+133.3%
KEEL vs PR
+77.2%
+56.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +19.3% | -0.8% | +20.1% | +19.2% |
| 30D | +9.1% | +11.3% | -2.1% | +10.2% |
| 3M | -31.5% | +24.1% | -55.6% | -29.2% |
| 6M | +75.8% | +25.4% | +50.5% | +74.2% |
| YTD | +57.9% | +71.2% | -13.3% | +49.0% |
| 1Y | +133.3% | +78.6% | +54.7% | +116.8% |
| All | +133.3% | +77.2% | +56.1% | +116.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling