+113.3%
CSCO vs KEY
+40.7%
+72.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -0.7% | +2.2% | -2.9% | -1.2% |
| 30D | -10.1% | -3.0% | -7.1% | -9.5% |
| 3M | -15.7% | +3.3% | -19.0% | -16.4% |
| 6M | +36.3% | +9.2% | +27.1% | +33.3% |
| YTD | +43.8% | +10.6% | +33.2% | +40.4% |
| 1Y | +63.9% | +20.4% | +43.5% | +56.8% |
| 3Y | +104.4% | +121.8% | -17.5% | +70.2% |
| All | +113.3% | +40.7% | +72.6% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling