+37.8%
CTSH vs KGC
+496.6%
-458.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.5% | -1.9% |
| 7D | -2.3% | +11.1% | -13.4% | -3.1% |
| 30D | +7.4% | -3.7% | +11.2% | +7.6% |
| 3M | +10.9% | -17.2% | +28.1% | +12.3% |
| 6M | +24.7% | -27.3% | +51.9% | +27.2% |
| YTD | -22.0% | -18.5% | -3.5% | -21.7% |
| 1Y | -11.2% | -5.7% | -5.4% | -12.0% |
| 3Y | +3.9% | +336.5% | -332.6% | -13.3% |
| 5Y | -13.9% | +298.7% | -312.6% | -29.0% |
| 10Y | +37.8% | +538.5% | -500.8% | +13.2% |
| All | +37.8% | +496.6% | -458.8% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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