-28.5%
KEEL vs PR
+78.8%
-107.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -4.6% |
| 7D | -0.5% | +6.0% | -6.5% | -0.5% |
| 30D | -27.1% | -4.2% | -22.9% | -27.5% |
| 3M | -43.8% | +10.0% | -53.8% | -43.3% |
| 6M | -55.2% | +15.6% | -70.8% | -54.0% |
| YTD | -20.9% | +68.2% | -89.0% | -36.8% |
| 1Y | -28.5% | +79.2% | -107.7% | -45.3% |
| All | -28.5% | +78.8% | -107.3% | -45.3% |
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