+34,247.0%
CTSH vs KGC
+255.5%
+33,991.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.5% |
| 3M | +17.4% | +8.1% | +9.3% | +16.8% |
| 6M | -3.1% | -8.8% | +5.7% | -3.0% |
| YTD | -23.6% | +10.1% | -33.6% | -24.2% |
| 1Y | -10.8% | +44.2% | -55.0% | -12.8% |
| 3Y | -8.3% | +533.0% | -541.3% | -16.5% |
| 5Y | -11.3% | +443.0% | -454.3% | -19.3% |
| 10Y | +22.6% | +678.6% | -655.9% | +8.5% |
| All | +34,247.0% | +255.5% | +33,991.5% | +36,090.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling