-37.0%
KEEL vs PR
+409.5%
-446.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.2% | +6.3% | +6.9% |
| 7D | +21.5% | -0.6% | +22.1% | +21.8% |
| 30D | -3.9% | +17.4% | -21.2% | -10.7% |
| 3M | -34.1% | +21.8% | -55.9% | -40.3% |
| 6M | +82.8% | +27.6% | +55.2% | +58.8% |
| YTD | +58.7% | +71.4% | -12.7% | +19.2% |
| 1Y | +191.4% | +78.3% | +113.1% | +112.4% |
| 3Y | +205.7% | +85.5% | +120.3% | +111.7% |
| 5Y | -37.0% | +422.7% | -459.6% | -75.7% |
| All | -37.0% | +409.5% | -446.5% | -75.7% |
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