-51.9%
KEEL vs PR
+12.8%
-64.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.8% | +5.6% | +8.3% |
| 7D | -1.4% | -0.5% | -0.9% | -1.7% |
| 30D | -29.8% | -4.6% | -25.2% | -30.0% |
| 3M | -37.1% | +4.7% | -41.8% | -36.7% |
| 6M | -51.9% | +12.4% | -64.3% | -47.1% |
| All | -51.9% | +12.8% | -64.6% | -47.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling