-10.8%
CTSH vs KGC
-8.9%
-1.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.5% | -1.8% |
| 7D | -2.3% | +11.1% | -13.4% | -2.5% |
| 30D | +7.4% | -3.7% | +11.2% | +7.3% |
| 3M | +10.9% | -17.2% | +28.1% | +11.2% |
| 6M | +24.7% | -27.3% | +51.9% | +25.0% |
| YTD | -22.0% | -18.5% | -3.5% | -22.5% |
| All | -10.8% | -8.9% | -1.8% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling