-7.6%
CTSH vs KEYS
+55.9%
-63.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.3% | +9.4% | +1.3% |
| 7D | -0.9% | -14.8% | +13.9% | -5.0% |
| 30D | +13.1% | -25.6% | +38.7% | +5.3% |
| 3M | +17.9% | -16.2% | +34.1% | +13.3% |
| 6M | +28.5% | -18.6% | +47.1% | +24.8% |
| YTD | -19.3% | +40.7% | -60.0% | -26.3% |
| 1Y | -7.6% | +59.6% | -67.2% | -18.4% |
| All | -7.6% | +55.9% | -63.5% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling