+362.3%
CSCO vs KEY
+173.8%
+188.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -0.7% | +2.2% | -2.9% | -1.3% |
| 30D | -10.1% | -3.0% | -7.1% | -9.4% |
| 3M | -15.7% | +3.3% | -19.0% | -16.5% |
| 6M | +36.3% | +9.2% | +27.1% | +32.9% |
| YTD | +43.8% | +10.6% | +33.2% | +39.7% |
| 1Y | +63.9% | +20.4% | +43.5% | +55.4% |
| 3Y | +104.4% | +121.8% | -17.5% | +61.1% |
| 5Y | +111.4% | +41.1% | +70.2% | +81.0% |
| All | +362.3% | +173.8% | +188.5% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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