+10.0%
CTSH vs KEEL
+294.5%
-284.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +2.8% |
| 7D | -3.7% | +2.9% | -6.6% | -3.8% |
| 30D | +3.7% | +0.8% | +2.8% | +3.5% |
| 3M | +17.9% | -35.3% | +53.2% | +18.8% |
| 6M | -2.6% | +59.4% | -62.0% | -5.9% |
| YTD | -26.4% | +51.9% | -78.3% | -29.1% |
| 1Y | -13.0% | +75.0% | -88.0% | -17.6% |
| 3Y | -11.2% | +224.5% | -235.7% | -21.1% |
| 5Y | -14.3% | -35.9% | +21.6% | -23.1% |
| All | +10.0% | +294.5% | -284.5% | -6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling