-10.9%
CTSH vs KGC
+450.1%
-461.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -3.4% |
| 7D | -2.7% | -1.3% | -1.4% | -2.6% |
| 30D | +12.4% | +20.3% | -7.9% | +10.4% |
| 3M | +17.4% | +8.1% | +9.3% | +16.3% |
| 6M | -3.1% | -8.8% | +5.7% | -2.6% |
| YTD | -23.6% | +10.1% | -33.6% | -25.3% |
| 1Y | -10.8% | +44.2% | -55.0% | -16.5% |
| 3Y | -8.3% | +533.0% | -541.3% | -35.2% |
| All | -10.9% | +450.1% | -461.0% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling