+224.5%
KEEL vs PEG
+31.8%
+192.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.9% |
| 7D | +2.9% | -0.9% | +3.8% | +3.5% |
| 30D | +0.8% | -3.7% | +4.6% | +3.3% |
| 3M | -35.3% | -7.3% | -28.1% | -32.2% |
| 6M | +59.4% | -10.5% | +69.9% | +70.3% |
| YTD | +51.9% | -7.5% | +59.4% | +58.3% |
| 1Y | +75.0% | -8.7% | +83.7% | +85.0% |
| 3Y | +224.5% | +31.4% | +193.2% | +245.5% |
| All | +224.5% | +31.8% | +192.8% | +245.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling