-10.8%
CTSH vs KEEL
+169.0%
-179.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.6% | -7.2% | -3.4% |
| 7D | -2.7% | +7.8% | -10.5% | -2.3% |
| 30D | +12.4% | -11.7% | +24.1% | +11.9% |
| 3M | +17.4% | -41.5% | +58.9% | +16.7% |
| 6M | -3.1% | +54.9% | -58.0% | -3.7% |
| YTD | -23.6% | +47.7% | -71.2% | -24.0% |
| 1Y | -10.8% | +177.6% | -188.4% | -15.6% |
| All | -10.8% | +169.0% | -179.8% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling