+22.6%
CTSH vs KMB
+17.2%
+5.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.1% |
| 7D | -2.7% | -3.0% | +0.3% | -1.8% |
| 30D | +12.4% | -5.5% | +17.8% | +14.2% |
| 3M | +17.4% | +14.0% | +3.4% | +13.1% |
| 6M | -3.1% | +4.1% | -7.2% | -4.3% |
| YTD | -23.6% | +8.0% | -31.6% | -25.6% |
| 1Y | -10.8% | -13.7% | +2.9% | -7.5% |
| 3Y | -8.3% | -5.9% | -2.4% | -8.5% |
| 5Y | -11.3% | -8.6% | -2.7% | -11.3% |
| All | +22.6% | +17.2% | +5.4% | +11.2% |
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