+73.3%
PANW vs KEEL
+169.0%
-95.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | +0.2% |
| 7D | -10.3% | +7.8% | -18.1% | -10.7% |
| 30D | -8.1% | -11.7% | +3.6% | -7.7% |
| 3M | +19.3% | -41.5% | +60.8% | +22.2% |
| 6M | +110.2% | +54.9% | +55.3% | +100.2% |
| YTD | +80.9% | +47.7% | +33.3% | +71.4% |
| 1Y | +73.3% | +177.6% | -104.3% | +60.0% |
| All | +73.3% | +169.0% | -95.7% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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