+224.5%
KEEL vs PPG
-17.4%
+241.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.5% |
| 7D | +2.9% | -6.2% | +9.1% | +7.4% |
| 30D | +0.8% | -7.9% | +8.8% | +6.5% |
| 3M | -35.3% | -10.2% | -25.1% | -31.1% |
| 6M | +59.4% | +2.7% | +56.7% | +53.6% |
| YTD | +51.9% | +4.9% | +47.0% | +41.6% |
| 1Y | +75.0% | -3.2% | +78.2% | +73.6% |
| 3Y | +224.5% | -17.0% | +241.5% | +256.6% |
| All | +224.5% | -17.4% | +241.9% | +256.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling