-45.3%
KEEL vs PEG
-6.2%
-39.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.1% |
| 7D | -13.6% | +1.0% | -14.6% | -13.9% |
| 30D | -39.1% | +6.6% | -45.7% | -40.3% |
| 3M | -48.9% | -3.1% | -45.8% | -48.2% |
| 6M | -35.4% | -7.4% | -28.0% | -33.6% |
| YTD | -10.6% | -6.4% | -4.2% | -9.4% |
| 1Y | -45.3% | -7.4% | -37.9% | -43.6% |
| All | -45.3% | -6.2% | -39.1% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling