-16.8%
CTSH vs KEEL
-37.0%
+20.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +0.5% |
| 7D | -9.8% | +2.7% | -12.5% | -9.9% |
| 30D | +0.1% | +4.6% | -4.5% | -0.4% |
| 3M | +13.2% | -34.5% | +47.7% | +14.4% |
| 6M | -6.2% | +59.3% | -65.5% | -11.4% |
| YTD | -28.5% | +46.4% | -74.8% | -32.6% |
| 1Y | -13.8% | +96.6% | -110.3% | -22.3% |
| 3Y | -13.7% | +182.0% | -195.7% | -31.0% |
| All | -16.8% | -37.0% | +20.2% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling