-78.9%
KEEL vs PR
+222.5%
-301.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +1.9% | +11.4% | +12.5% |
| 7D | -9.2% | -16.4% | +7.2% | -1.5% |
| 30D | -43.8% | -1.9% | -41.9% | -43.5% |
| 3M | -51.0% | +8.0% | -59.0% | -53.2% |
| 6M | -54.6% | +4.1% | -58.7% | -56.3% |
| YTD | -20.4% | +58.7% | -79.1% | -38.9% |
| 1Y | -49.3% | +75.8% | -125.2% | -63.0% |
| 3Y | +61.2% | +73.2% | -12.0% | +14.1% |
| All | -78.9% | +222.5% | -301.5% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling