+45.9%
CSCO vs KEEL
-45.0%
+90.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.0% |
| 7D | -6.1% | -13.6% | +7.5% | -5.0% |
| 30D | -8.2% | -39.1% | +31.0% | -4.4% |
| 3M | -14.6% | -48.9% | +34.3% | -10.3% |
| 6M | +12.7% | -35.4% | +48.1% | +17.0% |
| YTD | +37.0% | -10.6% | +47.6% | +38.3% |
| 1Y | +45.9% | -45.3% | +91.2% | +43.4% |
| All | +45.9% | -45.0% | +90.9% | +43.4% |
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