+55.3%
PPL vs KEEL
+193.7%
-138.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.6% | -0.1% |
| 7D | +1.8% | +21.5% | -19.7% | +1.7% |
| 30D | -1.1% | -3.9% | +2.8% | -1.1% |
| 3M | 0.0% | -34.1% | +34.1% | +0.2% |
| 6M | -7.6% | +82.8% | -90.4% | -8.5% |
| YTD | +1.7% | +58.7% | -57.0% | +0.7% |
| 1Y | +1.5% | +191.4% | -189.9% | -0.1% |
| 3Y | +55.3% | +205.7% | -150.5% | +48.3% |
| All | +55.3% | +193.7% | -138.4% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling