+35,575.5%
CTSH vs KIM
+730.4%
+34,845.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -0.6% | +4.1% | -4.7% | -2.1% |
| 30D | +13.4% | +16.8% | -3.4% | +6.7% |
| 3M | +14.4% | +5.7% | +8.7% | +11.8% |
| 6M | +27.7% | +9.7% | +18.0% | +22.9% |
| YTD | -20.6% | +30.2% | -50.8% | -28.7% |
| 1Y | -9.1% | +32.1% | -41.2% | -18.9% |
| 3Y | +3.1% | +58.6% | -55.5% | -15.1% |
| 5Y | -11.8% | +31.2% | -42.9% | -22.6% |
| 10Y | +42.7% | +66.7% | -23.9% | +1.4% |
| All | +35,575.5% | +730.4% | +34,845.1% | +7,844.6% |
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 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