+177.6%
KEEL vs PPG
+5.2%
+172.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.0% |
| 7D | +7.8% | -1.5% | +9.2% | +8.4% |
| 30D | -11.7% | -5.0% | -6.8% | -9.9% |
| 3M | -41.5% | +1.1% | -42.6% | -42.0% |
| 6M | +54.9% | -3.2% | +58.1% | +46.8% |
| YTD | +47.7% | +11.9% | +35.8% | +48.2% |
| 1Y | +177.6% | +5.3% | +172.3% | +222.0% |
| All | +177.6% | +5.2% | +172.4% | +222.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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