-37.0%
KEEL vs PENG
+107.7%
-144.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.9% | +8.4% | +8.0% |
| 7D | +21.5% | +7.8% | +13.7% | +16.6% |
| 30D | -3.9% | -12.2% | +8.3% | +3.2% |
| 3M | -34.1% | -20.6% | -13.5% | -28.5% |
| 6M | +82.8% | +180.9% | -98.1% | -4.1% |
| YTD | +58.7% | +162.3% | -103.5% | -13.3% |
| 1Y | +191.4% | +107.3% | +84.1% | +79.3% |
| 3Y | +205.7% | +110.8% | +95.0% | +46.0% |
| 5Y | -37.0% | +117.8% | -154.8% | -66.5% |
| All | -37.0% | +107.7% | -144.7% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling