+22.5%
CTSH vs KIM
+29.1%
-6.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -4.1% |
| 7D | -5.5% | -0.3% | -5.1% | -5.4% |
| 30D | +4.5% | -1.7% | +6.2% | +5.1% |
| 3M | +13.7% | -0.8% | +14.6% | +13.9% |
| 6M | -8.4% | +4.4% | -12.8% | -10.0% |
| YTD | -26.5% | +21.2% | -47.7% | -31.5% |
| 1Y | -13.9% | +10.5% | -24.5% | -17.2% |
| 3Y | -11.3% | +47.5% | -58.8% | -23.4% |
| 5Y | -14.8% | +37.1% | -51.9% | -24.8% |
| 10Y | +22.5% | +29.5% | -7.0% | -4.4% |
| All | +22.5% | +29.1% | -6.6% | -4.4% |
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