+29.8%
PEP vs KEEL
+294.5%
-264.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.2% |
| 7D | -1.0% | +2.9% | -3.8% | -1.0% |
| 30D | -0.7% | +0.8% | -1.5% | -0.7% |
| 3M | -4.1% | -35.3% | +31.2% | -4.1% |
| 6M | -13.1% | +59.4% | -72.4% | -13.4% |
| YTD | -2.1% | +51.9% | -54.0% | -2.5% |
| 1Y | -1.7% | +75.0% | -76.7% | -2.2% |
| 3Y | -15.1% | +224.5% | -239.6% | -16.6% |
| 5Y | +3.1% | -35.9% | +39.0% | +1.7% |
| All | +29.8% | +294.5% | -264.7% | +24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling