+59.4%
KEEL vs PPG
+1.4%
+58.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.5% |
| 7D | +2.9% | -6.2% | +9.1% | +6.9% |
| 30D | +0.8% | -7.9% | +8.8% | +6.0% |
| 3M | -35.3% | -10.2% | -25.1% | -31.2% |
| 6M | +59.4% | +2.7% | +56.7% | +49.6% |
| All | +59.4% | +1.4% | +58.0% | +49.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling