+212.7%
KEEL vs PTC
-10.7%
+223.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.1% | -7.2% |
| 7D | +2.7% | -14.2% | +16.9% | +10.0% |
| 30D | +4.6% | -14.4% | +19.0% | +11.5% |
| 3M | -34.5% | -4.7% | -29.8% | -35.9% |
| 6M | +59.3% | -19.3% | +78.6% | +76.9% |
| YTD | +46.4% | -26.1% | +72.5% | +75.0% |
| 1Y | +96.6% | -37.1% | +133.6% | +178.6% |
| All | +212.7% | -10.7% | +223.4% | +182.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling