+37.8%
CTSH vs KDP
+235.7%
-197.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -2.0% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | +7.4% | +16.3% | -8.9% | +2.8% |
| 3M | +10.9% | +24.0% | -13.1% | +4.1% |
| 6M | +24.7% | +30.0% | -5.3% | +15.3% |
| YTD | -22.0% | +36.1% | -58.1% | -29.2% |
| 1Y | -11.2% | +46.8% | -58.0% | -21.3% |
| 3Y | +3.9% | +30.5% | -26.6% | -6.3% |
| 5Y | -13.9% | +17.9% | -31.8% | -19.8% |
| 10Y | +37.8% | +239.3% | -201.5% | +9.3% |
| All | +37.8% | +235.7% | -197.9% | +9.3% |
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