+9.8%
CTSH vs KEEL
+312.2%
-302.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +7.5% | -11.3% | -4.1% |
| 7D | -5.5% | +21.5% | -27.0% | -6.1% |
| 30D | +4.5% | -3.9% | +8.4% | +4.4% |
| 3M | +13.7% | -34.1% | +47.8% | +14.6% |
| 6M | -8.4% | +82.8% | -91.2% | -11.9% |
| YTD | -26.5% | +58.7% | -85.2% | -29.2% |
| 1Y | -13.9% | +191.4% | -205.3% | -20.3% |
| 3Y | -11.3% | +205.7% | -217.1% | -21.0% |
| 5Y | -14.8% | -37.0% | +22.1% | -23.6% |
| All | +9.8% | +312.2% | -302.3% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling