+37.1%
CTSH vs KIM
+64.0%
-26.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | -2.1% | -1.0% | -1.0% | -1.7% |
| 30D | +8.0% | +14.8% | -6.8% | +2.9% |
| 3M | +10.6% | +8.1% | +2.4% | +7.5% |
| 6M | +32.5% | +11.7% | +20.9% | +27.3% |
| YTD | -21.0% | +30.7% | -51.7% | -28.3% |
| 1Y | -9.9% | +29.7% | -39.6% | -18.0% |
| 3Y | +3.1% | +65.1% | -62.0% | -14.1% |
| 5Y | -13.4% | +34.7% | -48.1% | -23.4% |
| All | +37.1% | +64.0% | -26.9% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling