-50.3%
PYPL vs KEEL
+309.9%
-360.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -4.3% | +19.3% | -23.6% | -5.9% |
| 30D | -11.5% | +9.1% | -20.6% | -12.4% |
| 3M | +26.1% | -31.5% | +57.7% | +28.5% |
| 6M | +13.7% | +75.8% | -62.2% | +4.8% |
| YTD | -9.8% | +57.9% | -67.7% | -16.8% |
| 1Y | -22.1% | +133.3% | -155.4% | -32.3% |
| 3Y | -13.5% | +204.1% | -217.6% | -32.1% |
| 5Y | -81.6% | -37.5% | -44.1% | -85.0% |
| All | -50.3% | +309.9% | -360.3% | -65.2% |
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