-1.4%
PPL vs KEEL
-43.1%
+41.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.3% | -0.6% |
| 7D | -2.2% | +18.2% | -20.4% | -2.0% |
| 30D | +1.7% | -32.1% | +33.7% | +1.5% |
| 3M | +0.1% | -44.9% | +45.0% | 0.0% |
| 6M | -1.5% | -52.1% | +50.5% | -2.4% |
| YTD | +3.0% | -17.0% | +20.0% | +0.9% |
| 1Y | -1.4% | -38.5% | +37.0% | -2.1% |
| All | -1.4% | -43.1% | +41.7% | -2.1% |
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