-38.2%
KEEL vs PTC
+0.6%
-38.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.1% | -7.2% |
| 7D | +2.7% | -14.2% | +16.9% | +16.4% |
| 30D | +4.6% | -14.4% | +19.0% | +17.4% |
| 3M | -34.5% | -4.7% | -29.8% | -38.0% |
| 6M | +59.3% | -19.3% | +78.6% | +77.1% |
| YTD | +46.4% | -26.1% | +72.5% | +77.4% |
| 1Y | +96.6% | -37.1% | +133.6% | +194.0% |
| 3Y | +182.0% | -10.4% | +192.4% | +143.6% |
| 5Y | -38.2% | +2.5% | -40.7% | -52.2% |
| All | -38.2% | +0.6% | -38.9% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling