-7.7%
CTSH vs KGC
+562.0%
-569.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -3.5% |
| 7D | -2.7% | -1.3% | -1.4% | -2.7% |
| 30D | +12.4% | +20.3% | -7.9% | +11.9% |
| 3M | +17.4% | +8.1% | +9.3% | +17.3% |
| 6M | -3.1% | -8.8% | +5.7% | -2.7% |
| YTD | -23.6% | +10.1% | -33.6% | -24.1% |
| 1Y | -10.8% | +44.2% | -55.0% | -13.2% |
| All | -7.7% | +562.0% | -569.7% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling