+56.8%
PPL vs KEEL
+280.1%
-223.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.1% | -0.1% |
| 7D | -1.8% | +2.7% | -4.4% | -1.8% |
| 30D | -2.2% | +4.6% | -6.8% | -2.3% |
| 3M | -3.1% | -34.5% | +31.4% | -2.8% |
| 6M | -8.1% | +59.3% | -67.4% | -8.9% |
| YTD | 0.0% | +46.4% | -46.3% | -0.9% |
| 1Y | -1.3% | +96.6% | -97.9% | -2.8% |
| 3Y | +52.7% | +182.0% | -129.3% | +48.1% |
| 5Y | +37.4% | -38.2% | +75.6% | +33.2% |
| All | +56.8% | +280.1% | -223.3% | +47.6% |
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