+115.5%
KEEL vs PENG
+255.4%
-140.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.7% | -7.5% | -6.7% |
| 7D | +18.2% | +34.6% | -16.4% | +2.1% |
| 30D | -32.1% | -35.9% | +3.9% | -15.3% |
| 3M | -44.9% | -14.7% | -30.2% | -41.2% |
| 6M | -52.1% | +13.5% | -65.6% | -57.0% |
| YTD | -17.0% | +156.1% | -173.2% | -49.5% |
| 1Y | -38.5% | +141.3% | -179.8% | -61.3% |
| 3Y | +62.5% | +223.4% | -160.9% | -19.6% |
| 5Y | -77.3% | +67.4% | -144.7% | -86.3% |
| All | +115.5% | +255.4% | -140.0% | +28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling