+392.0%
CTSH vs KDP
+1,294.8%
-902.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | -0.6% | +2.2% | -2.8% | -1.6% |
| 30D | +13.4% | +19.9% | -6.5% | +5.0% |
| 3M | +14.4% | +21.5% | -7.1% | +5.2% |
| 6M | +27.7% | +30.1% | -2.4% | +13.8% |
| YTD | -20.6% | +34.9% | -55.6% | -31.1% |
| 1Y | -9.1% | +43.4% | -52.5% | -23.3% |
| 3Y | +3.1% | +29.1% | -26.0% | -11.3% |
| 5Y | -11.8% | +15.0% | -26.8% | -20.6% |
| 10Y | +42.7% | +234.1% | -191.4% | -28.7% |
| All | +392.0% | +1,294.8% | -902.7% | +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 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