+37.1%
CTSH vs KDP
+264.7%
-227.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.6% | -1.4% |
| 7D | -2.1% | +4.0% | -6.0% | -3.2% |
| 30D | +8.0% | +16.8% | -8.8% | +3.1% |
| 3M | +10.6% | +32.0% | -21.4% | +1.9% |
| 6M | +32.5% | +35.2% | -2.6% | +21.1% |
| YTD | -21.0% | +40.9% | -61.9% | -29.1% |
| 1Y | -9.9% | +47.7% | -57.6% | -20.4% |
| 3Y | +3.1% | +34.8% | -31.7% | -7.9% |
| 5Y | -13.4% | +22.6% | -36.1% | -20.3% |
| 10Y | +37.1% | +266.4% | -229.3% | +4.8% |
| All | +37.1% | +264.7% | -227.6% | +4.8% |
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