+38.7%
CTSH vs KMB
+38.4%
+0.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | +1.8% | +6.0% | -4.2% | 0.0% |
| 30D | +9.8% | +13.5% | -3.7% | +5.7% |
| 3M | +12.1% | +3.8% | +8.4% | +10.8% |
| 6M | +27.4% | +15.6% | +11.8% | +22.0% |
| YTD | -20.3% | +14.0% | -34.3% | -23.7% |
| 1Y | -8.8% | +12.9% | -21.7% | -12.5% |
| 3Y | +4.0% | +3.7% | +0.3% | +0.6% |
| 5Y | -12.2% | -0.1% | -12.1% | -14.7% |
| 10Y | +38.7% | +41.1% | -2.4% | +15.8% |
| All | +38.7% | +38.4% | +0.4% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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