+177.6%
KEEL vs PENG
+118.5%
+59.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.4% | -2.9% | -0.3% |
| 7D | +7.8% | +4.5% | +3.2% | +5.0% |
| 30D | -11.7% | -7.1% | -4.6% | -7.8% |
| 3M | -41.5% | -27.3% | -14.2% | -32.8% |
| 6M | +54.9% | +169.6% | -114.7% | -33.3% |
| YTD | +47.7% | +164.6% | -117.0% | -36.8% |
| 1Y | +177.6% | +109.5% | +68.1% | +18.8% |
| All | +177.6% | +118.5% | +59.1% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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