+266.2%
PCAR vs KEEL
+312.2%
-45.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.5% | -9.3% | -2.0% |
| 7D | 0.0% | +21.5% | -21.5% | -0.6% |
| 30D | -7.7% | -3.9% | -3.9% | -7.7% |
| 3M | +3.7% | -34.1% | +37.8% | +4.6% |
| 6M | +2.3% | +82.8% | -80.5% | -0.6% |
| YTD | +12.8% | +58.7% | -45.9% | +9.7% |
| 1Y | +27.8% | +191.4% | -163.7% | +20.6% |
| 3Y | +61.8% | +205.7% | -143.9% | +49.8% |
| 5Y | +168.2% | -37.0% | +205.2% | +148.7% |
| All | +266.2% | +312.2% | -45.9% | +225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling