-59.4%
KEEL vs CGNX
+19.2%
-78.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -10.5% | -10.9% | -14.2% |
| 7D | -28.6% | -19.5% | -9.1% | -16.3% |
| 30D | -52.4% | -28.4% | -24.0% | -40.1% |
| 3M | -58.0% | -32.7% | -25.3% | -45.1% |
| 6M | -53.3% | -19.0% | -34.2% | -43.4% |
| YTD | -29.8% | +32.6% | -62.4% | -33.2% |
| 1Y | -59.4% | +18.0% | -77.4% | -58.3% |
| All | -59.4% | +19.2% | -78.6% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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