+283.4%
KEEL vs PR
+580.5%
-297.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +3.8% |
| 7D | +7.8% | +2.9% | +4.9% | +7.4% |
| 30D | -11.7% | +18.0% | -29.7% | -13.4% |
| 3M | -41.5% | +16.9% | -58.3% | -42.6% |
| 6M | +54.9% | +28.2% | +26.7% | +49.8% |
| YTD | +47.7% | +69.3% | -21.7% | +38.3% |
| 1Y | +177.6% | +69.5% | +108.1% | +159.4% |
| 3Y | +164.9% | +81.7% | +83.2% | +145.3% |
| 5Y | -45.9% | +422.2% | -468.1% | -52.7% |
| All | +283.4% | +580.5% | -297.1% | +346.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling