+53.7%
CTSH vs KEYS
+1,067.2%
-1,013.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | -9.8% | +0.9% | -10.7% | -10.1% |
| 30D | +0.1% | -5.3% | +5.4% | +1.4% |
| 3M | +13.2% | +0.5% | +12.7% | +10.3% |
| 6M | -6.2% | +14.0% | -20.2% | -14.2% |
| YTD | -28.5% | +60.3% | -88.7% | -44.2% |
| 1Y | -13.8% | +91.3% | -105.1% | -37.9% |
| 3Y | -13.7% | +146.1% | -159.8% | -45.7% |
| 5Y | -16.7% | +80.8% | -97.5% | -41.6% |
| 10Y | +21.3% | +1,002.8% | -981.5% | -59.8% |
| All | +53.7% | +1,067.2% | -1,013.5% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling