+89.3%
CSCO vs KEY
+106.2%
-17.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.8% |
| 7D | -10.2% | -1.3% | -8.9% | -9.8% |
| 30D | -20.1% | +5.1% | -25.2% | -21.2% |
| 3M | -22.4% | -7.1% | -15.3% | -20.8% |
| 6M | +2.8% | -4.4% | +7.2% | +3.9% |
| YTD | +23.6% | +4.0% | +19.6% | +22.0% |
| 1Y | +34.0% | +23.4% | +10.6% | +26.1% |
| 3Y | +89.3% | +113.9% | -24.7% | +55.6% |
| All | +89.3% | +106.2% | -17.0% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling