+549.1%
PH vs KEEL
+309.9%
+239.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | 0.0% | +19.3% | -19.3% | -0.9% |
| 30D | -10.3% | +9.1% | -19.4% | -10.9% |
| 3M | +5.1% | -31.5% | +36.6% | +6.3% |
| 6M | +2.3% | +75.8% | -73.5% | -2.0% |
| YTD | +8.7% | +57.9% | -49.2% | +4.2% |
| 1Y | +26.8% | +133.3% | -106.6% | +17.4% |
| 3Y | +139.2% | +204.1% | -64.9% | +111.8% |
| 5Y | +251.1% | -37.5% | +288.6% | +213.2% |
| All | +549.1% | +309.9% | +239.2% | +440.5% |
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 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