+22.5%
CTSH vs KGC
+645.2%
-622.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -3.7% |
| 7D | -5.5% | +2.4% | -7.9% | -5.6% |
| 30D | +4.5% | +9.2% | -4.7% | +3.8% |
| 3M | +13.7% | +16.7% | -3.0% | +12.2% |
| 6M | -8.4% | -7.0% | -1.4% | -8.3% |
| YTD | -26.5% | +7.5% | -34.0% | -27.6% |
| 1Y | -13.9% | +34.4% | -48.3% | -17.3% |
| 3Y | -11.3% | +552.0% | -563.3% | -28.1% |
| 5Y | -14.8% | +454.5% | -469.4% | -31.2% |
| 10Y | +22.5% | +658.7% | -636.1% | -2.7% |
| All | +22.5% | +645.2% | -622.7% | -2.7% |
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