+192.6%
CSCO vs KEEL
+294.5%
-101.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.8% | +0.6% | +4.2% |
| 7D | +2.7% | +2.9% | -0.2% | +2.6% |
| 30D | -9.5% | +0.8% | -10.3% | -9.6% |
| 3M | -7.6% | -35.3% | +27.7% | -6.6% |
| 6M | +44.9% | +59.4% | -14.5% | +41.4% |
| YTD | +47.7% | +51.9% | -4.2% | +43.9% |
| 1Y | +69.1% | +75.0% | -5.9% | +62.5% |
| 3Y | +113.5% | +224.5% | -111.0% | +95.4% |
| 5Y | +122.8% | -35.9% | +158.7% | +106.3% |
| All | +192.6% | +294.5% | -101.9% | +143.0% |
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