+895.6%
PANW vs KEEL
+294.5%
+601.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.8% | -6.1% | -2.6% |
| 7D | -0.8% | +2.9% | -3.7% | -1.0% |
| 30D | -14.6% | +0.8% | -15.4% | -14.9% |
| 3M | +18.3% | -35.3% | +53.6% | +20.6% |
| 6M | +100.5% | +59.4% | +41.1% | +90.5% |
| YTD | +79.5% | +51.9% | +27.6% | +70.0% |
| 1Y | +66.7% | +75.0% | -8.3% | +53.9% |
| 3Y | +161.2% | +224.5% | -63.3% | +121.0% |
| 5Y | +322.2% | -35.9% | +358.1% | +268.4% |
| All | +895.6% | +294.5% | +601.1% | +668.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling