+105.9%
CSCO vs KEY
+12.7%
+93.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.4% |
| 7D | +6.6% | +1.8% | +4.8% | +6.2% |
| 30D | -11.3% | +7.1% | -18.5% | -12.7% |
| 3M | -17.3% | -5.9% | -11.4% | -16.2% |
| 6M | +3.5% | +2.2% | +1.3% | +2.9% |
| YTD | +34.9% | +6.4% | +28.5% | +32.8% |
| 1Y | +40.5% | +24.8% | +15.7% | +33.5% |
| 3Y | +109.3% | +125.2% | -16.0% | +74.5% |
| 5Y | +105.9% | +13.0% | +92.9% | +103.2% |
| All | +105.9% | +12.7% | +93.2% | +103.2% |
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