+34,247.0%
CTSH vs KIM
+667.9%
+33,579.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -2.7% | +0.4% | -3.1% | -2.9% |
| 30D | +12.4% | -4.0% | +16.3% | +14.0% |
| 3M | +17.4% | +0.5% | +16.8% | +16.9% |
| 6M | -3.1% | +3.6% | -6.7% | -4.7% |
| YTD | -23.6% | +20.4% | -44.0% | -29.2% |
| 1Y | -10.8% | +9.7% | -20.5% | -14.4% |
| 3Y | -8.3% | +46.0% | -54.3% | -22.1% |
| 5Y | -11.3% | +34.4% | -45.8% | -22.9% |
| 10Y | +22.6% | +29.3% | -6.7% | -3.6% |
| All | +34,247.0% | +667.9% | +33,579.1% | +7,792.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling