+35.8%
CTSH vs KDP
+231.8%
-196.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | -0.6% | +2.2% | -2.8% | -1.3% |
| 30D | +13.4% | +19.9% | -6.5% | +7.5% |
| 3M | +14.4% | +21.5% | -7.1% | +8.0% |
| 6M | +27.7% | +30.1% | -2.4% | +18.1% |
| YTD | -20.6% | +34.9% | -55.6% | -27.9% |
| 1Y | -9.1% | +43.4% | -52.5% | -19.0% |
| 3Y | +3.1% | +29.1% | -26.0% | -6.7% |
| 5Y | -11.8% | +15.0% | -26.8% | -17.2% |
| All | +35.8% | +231.8% | -196.1% | +5.6% |
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