+22.1%
PFE vs KEEL
+283.4%
-261.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.3% |
| 7D | +1.8% | +7.8% | -6.0% | +1.7% |
| 30D | +10.2% | -11.7% | +21.9% | +10.2% |
| 3M | +12.7% | -41.5% | +54.2% | +12.8% |
| 6M | +10.5% | +54.9% | -44.4% | +10.3% |
| YTD | +20.2% | +47.7% | -27.5% | +19.8% |
| 1Y | +24.1% | +177.6% | -153.5% | +23.1% |
| 3Y | -3.6% | +164.9% | -168.5% | -4.6% |
| 5Y | -20.9% | -45.9% | +25.0% | -22.1% |
| All | +22.1% | +283.4% | -261.4% | +16.7% |
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