+280.1%
KEEL vs PENG
+244.9%
+35.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.8% | -2.5% | -5.0% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +4.6% | -15.2% | +19.8% | +13.1% |
| 3M | -34.5% | -16.9% | -17.6% | -30.6% |
| 6M | +59.3% | +161.5% | -102.3% | -3.5% |
| YTD | +46.4% | +148.6% | -102.2% | -8.7% |
| 1Y | +96.6% | +89.6% | +6.9% | +38.0% |
| 3Y | +182.0% | +99.8% | +82.2% | +62.0% |
| 5Y | -38.2% | +100.9% | -139.1% | -64.3% |
| All | +280.1% | +244.9% | +35.2% | +132.5% |
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