+75.0%
KEEL vs PTC
-36.4%
+111.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.9% |
| 7D | +2.9% | -7.3% | +10.1% | +2.2% |
| 30D | +0.8% | -11.6% | +12.5% | 0.0% |
| 3M | -35.3% | +10.5% | -45.8% | -36.4% |
| 6M | +59.4% | -17.8% | +77.2% | +84.7% |
| YTD | +51.9% | -24.9% | +76.8% | +101.9% |
| 1Y | +75.0% | -36.8% | +111.8% | +334.9% |
| All | +75.0% | -36.4% | +111.4% | +334.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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