+211.2%
PM vs KEEL
+309.9%
-98.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.5% |
| 7D | -1.2% | +19.3% | -20.5% | -1.2% |
| 30D | -0.2% | +9.1% | -9.3% | -0.2% |
| 3M | +4.9% | -31.5% | +36.5% | +5.0% |
| 6M | +9.0% | +75.8% | -66.8% | +8.6% |
| YTD | +17.8% | +57.9% | -40.1% | +17.3% |
| 1Y | +16.8% | +133.3% | -116.5% | +16.0% |
| 3Y | +125.4% | +204.1% | -78.7% | +121.6% |
| 5Y | +128.7% | -37.5% | +166.2% | +124.8% |
| All | +211.2% | +309.9% | -98.7% | +196.8% |
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