-15.8%
CTSH vs KEY
+13.1%
-28.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.8% |
| 7D | -2.1% | +2.9% | -5.1% | -2.9% |
| 30D | +1.4% | +8.4% | -7.0% | -0.9% |
| 3M | +7.5% | -5.8% | +13.2% | +9.0% |
| 6M | +39.6% | +5.4% | +34.1% | +36.9% |
| YTD | -22.3% | +7.1% | -29.4% | -24.1% |
| 1Y | -12.0% | +26.8% | -38.8% | -17.9% |
| 3Y | +1.8% | +128.7% | -126.9% | -19.9% |
| All | -15.8% | +13.1% | -28.9% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling