+3.4%
PEP vs KEEL
-41.3%
+44.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.2% | -0.1% |
| 7D | -1.4% | +2.7% | -4.1% | -1.3% |
| 30D | -0.2% | +4.6% | -4.8% | -0.2% |
| 3M | -4.3% | -34.5% | +30.2% | -4.3% |
| 6M | -13.2% | +59.3% | -72.5% | -13.4% |
| YTD | -1.9% | +46.4% | -48.3% | -2.2% |
| 1Y | -0.3% | +96.6% | -96.9% | -1.0% |
| 3Y | -13.6% | +182.0% | -195.6% | -15.6% |
| 5Y | +3.4% | -38.2% | +41.6% | +1.5% |
| All | +3.4% | -41.3% | +44.7% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling