+128.7%
KEEL vs PENG
+249.4%
-120.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +10.3% | -2.0% | +3.2% |
| 7D | -1.4% | +1.9% | -3.3% | -1.7% |
| 30D | -29.8% | -37.8% | +7.9% | -11.2% |
| 3M | -37.1% | -14.1% | -23.0% | -33.0% |
| 6M | -51.9% | +13.1% | -65.0% | -56.7% |
| YTD | -11.9% | +151.8% | -163.7% | -45.9% |
| 1Y | -38.6% | +136.0% | -174.6% | -60.9% |
| 3Y | +72.5% | +217.9% | -145.4% | -13.8% |
| 5Y | -74.4% | +64.1% | -138.5% | -84.4% |
| All | +128.7% | +249.4% | -120.7% | +37.8% |
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 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