+184.9%
CSCO vs KEEL
+312.2%
-127.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.5% | -0.3% |
| 7D | -0.5% | +21.5% | -22.0% | -1.3% |
| 30D | -10.1% | -3.9% | -6.2% | -10.1% |
| 3M | -11.7% | -34.1% | +22.4% | -10.8% |
| 6M | +40.1% | +82.8% | -42.7% | +36.0% |
| YTD | +43.8% | +58.7% | -14.9% | +39.9% |
| 1Y | +66.6% | +191.4% | -124.8% | +57.0% |
| 3Y | +108.5% | +205.7% | -97.2% | +91.0% |
| 5Y | +114.0% | -37.0% | +151.0% | +98.0% |
| All | +184.9% | +312.2% | -127.3% | +136.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling