+37.1%
CTSH vs KGC
+662.9%
-625.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | +8.0% | -8.8% | +16.8% | +8.6% |
| 3M | +10.6% | -21.1% | +31.7% | +12.4% |
| 6M | +32.5% | -32.3% | +64.8% | +36.1% |
| YTD | -21.0% | -23.5% | +2.5% | -20.3% |
| 1Y | -9.9% | -15.0% | +5.1% | -10.0% |
| 3Y | +3.1% | +327.5% | -324.4% | -14.2% |
| 5Y | -13.4% | +244.3% | -257.7% | -28.1% |
| All | +37.1% | +662.9% | -625.8% | +8.8% |
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