-0.8%
PPL vs KEEL
+169.0%
-169.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | 0.0% |
| 7D | +2.7% | +7.8% | -5.1% | +2.7% |
| 30D | +0.5% | -11.7% | +12.2% | +0.5% |
| 3M | +0.7% | -41.5% | +42.1% | +0.7% |
| 6M | -7.6% | +54.9% | -62.5% | -8.7% |
| YTD | +1.8% | +47.7% | -45.8% | +0.5% |
| 1Y | -0.8% | +177.6% | -178.4% | +1.4% |
| All | -0.8% | +169.0% | -169.7% | +1.4% |
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