+959.1%
PLTR vs KEEL
+197.5%
+761.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | +0.1% |
| 7D | -4.1% | +2.9% | -7.0% | -4.7% |
| 30D | -2.2% | +0.8% | -3.1% | -3.3% |
| 3M | +27.6% | -35.3% | +62.9% | +34.0% |
| 6M | +10.3% | +59.4% | -49.1% | -8.0% |
| YTD | -5.9% | +51.9% | -57.8% | -22.1% |
| 1Y | +1.7% | +75.0% | -73.3% | -24.1% |
| 3Y | +959.1% | +224.5% | +734.5% | +495.0% |
| All | +959.1% | +197.5% | +761.6% | +495.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling