+542.7%
PBR vs KEEL
-34.6%
+577.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.6% | -1.0% |
| 7D | +5.4% | +2.9% | +2.5% | +5.2% |
| 30D | +22.9% | +0.8% | +22.0% | +22.6% |
| 3M | +19.6% | -35.3% | +55.0% | +21.3% |
| 6M | +16.5% | +59.4% | -42.9% | +11.6% |
| YTD | +86.7% | +51.9% | +34.7% | +78.3% |
| 1Y | +74.7% | +75.0% | -0.3% | +62.4% |
| 3Y | +102.6% | +224.5% | -122.0% | +68.8% |
| All | +542.7% | -34.6% | +577.3% | +460.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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