+37.1%
CTSH vs KEY
+107.2%
-70.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.0% |
| 7D | -2.1% | -0.5% | -1.5% | -1.9% |
| 30D | +8.0% | +6.7% | +1.2% | +5.7% |
| 3M | +10.6% | -4.6% | +15.2% | +12.0% |
| 6M | +32.5% | +2.6% | +29.9% | +30.8% |
| YTD | -21.0% | +7.0% | -27.9% | -23.1% |
| 1Y | -9.9% | +23.5% | -33.4% | -16.2% |
| 3Y | +3.1% | +126.4% | -123.3% | -22.6% |
| 5Y | -13.4% | +13.0% | -26.4% | -21.8% |
| 10Y | +37.1% | +99.5% | -62.3% | +2.6% |
| All | +37.1% | +107.2% | -70.1% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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