+22.6%
CTSH vs KDP
+174.5%
-151.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.3% |
| 7D | -2.7% | +1.3% | -4.0% | -3.1% |
| 30D | +12.4% | +6.0% | +6.4% | +10.4% |
| 3M | +17.4% | +9.2% | +8.2% | +14.3% |
| 6M | -3.1% | +14.7% | -17.8% | -7.2% |
| YTD | -23.6% | +19.2% | -42.8% | -27.9% |
| 1Y | -10.8% | +15.2% | -26.0% | -15.4% |
| 3Y | -8.3% | +6.0% | -14.3% | -11.8% |
| 5Y | -11.3% | +5.4% | -16.7% | -14.8% |
| All | +22.6% | +174.5% | -151.9% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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