+96.6%
KEEL vs PENG
+97.0%
-0.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.8% | -2.5% | -4.4% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +4.6% | -15.2% | +19.8% | +15.2% |
| 3M | -34.5% | -16.9% | -17.6% | -31.4% |
| 6M | +59.3% | +161.5% | -102.3% | -31.2% |
| YTD | +46.4% | +148.6% | -102.2% | -35.3% |
| 1Y | +96.6% | +89.6% | +6.9% | -6.6% |
| All | +96.6% | +97.0% | -0.4% | -6.6% |
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 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