+394.2%
CTSH vs KDP
+1,331.3%
-937.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.5% |
| 7D | +1.8% | +8.2% | -6.4% | -1.5% |
| 30D | +9.8% | +18.4% | -8.6% | +2.2% |
| 3M | +12.1% | +29.2% | -17.1% | +0.4% |
| 6M | +27.4% | +32.3% | -4.9% | +12.8% |
| YTD | -20.3% | +38.5% | -58.7% | -31.6% |
| 1Y | -8.8% | +48.5% | -57.3% | -24.1% |
| 3Y | +4.0% | +32.5% | -28.4% | -11.4% |
| 5Y | -12.2% | +19.7% | -31.9% | -22.4% |
| 10Y | +38.7% | +256.4% | -217.7% | -32.9% |
| All | +394.2% | +1,331.3% | -937.1% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling