-7.6%
CTSH vs KIM
+33.1%
-40.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +2.1% |
| 7D | -0.9% | +10.6% | -11.5% | -3.3% |
| 30D | +13.1% | +17.5% | -4.4% | +8.3% |
| 3M | +17.9% | +4.7% | +13.2% | +16.3% |
| 6M | +28.5% | +13.1% | +15.4% | +23.6% |
| YTD | -19.3% | +32.1% | -51.4% | -27.8% |
| 1Y | -7.6% | +32.7% | -40.3% | -17.6% |
| All | -7.6% | +33.1% | -40.7% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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