-80.6%
PYPL vs KEEL
-34.6%
-46.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | +0.3% |
| 7D | -2.3% | +2.9% | -5.1% | -2.8% |
| 30D | -9.0% | +0.8% | -9.9% | -9.6% |
| 3M | +30.6% | -35.3% | +65.9% | +35.1% |
| 6M | +18.6% | +59.4% | -40.8% | +5.6% |
| YTD | -7.2% | +51.9% | -59.1% | -17.9% |
| 1Y | -19.3% | +75.0% | -94.3% | -33.2% |
| 3Y | -12.3% | +224.5% | -236.8% | -45.1% |
| All | -80.6% | -34.6% | -46.0% | -86.1% |
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