-13.7%
CTSH vs KEEL
+186.7%
-200.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +0.2% |
| 7D | -9.8% | +2.7% | -12.5% | -9.8% |
| 30D | +0.1% | +4.6% | -4.5% | 0.0% |
| 3M | +13.2% | -34.5% | +47.7% | +13.7% |
| 6M | -6.2% | +59.3% | -65.5% | -9.0% |
| YTD | -28.5% | +46.4% | -74.8% | -30.6% |
| 1Y | -13.8% | +96.6% | -110.3% | -18.7% |
| All | -13.7% | +186.7% | -200.4% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling