+104.6%
CSCO vs KEEL
+186.7%
-82.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.3% | +5.5% | -1.4% |
| 7D | -1.1% | +2.7% | -3.8% | -1.3% |
| 30D | -10.8% | +4.6% | -15.3% | -11.2% |
| 3M | -9.2% | -34.5% | +25.3% | -7.6% |
| 6M | +39.5% | +59.3% | -19.7% | +34.9% |
| YTD | +41.5% | +46.4% | -4.9% | +36.7% |
| 1Y | +61.0% | +96.6% | -35.6% | +50.2% |
| All | +104.6% | +186.7% | -82.1% | +76.6% |
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 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