+469.4%
PWR vs KEEL
-34.6%
+504.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.8% | +1.4% | +4.6% |
| 7D | +4.2% | +2.9% | +1.3% | +3.8% |
| 30D | -4.0% | +0.8% | -4.9% | -4.5% |
| 3M | -4.8% | -35.3% | +30.6% | -0.5% |
| 6M | +14.6% | +59.4% | -44.7% | +5.9% |
| YTD | +54.2% | +51.9% | +2.3% | +41.8% |
| 1Y | +67.1% | +75.0% | -7.9% | +47.7% |
| 3Y | +218.5% | +224.5% | -6.1% | +137.9% |
| All | +469.4% | -34.6% | +504.0% | +378.1% |
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