+312.2%
KEEL vs PTC
+106.7%
+205.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -5.5% | +13.0% | +11.2% |
| 7D | +21.5% | -12.8% | +34.3% | +32.3% |
| 30D | -3.9% | -9.8% | +5.9% | +1.2% |
| 3M | -34.1% | -2.1% | -32.0% | -37.5% |
| 6M | +82.8% | -18.1% | +100.9% | +96.4% |
| YTD | +58.7% | -23.5% | +82.2% | +78.5% |
| 1Y | +191.4% | -37.4% | +228.8% | +287.7% |
| 3Y | +205.7% | -7.2% | +213.0% | +195.1% |
| 5Y | -37.0% | +2.7% | -39.7% | -41.6% |
| All | +312.2% | +106.7% | +205.5% | +311.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling