-15.3%
CTSH vs KMB
-3.2%
-12.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.7% |
| 7D | -4.2% | -3.0% | -1.2% | -3.5% |
| 30D | +3.9% | +9.1% | -5.1% | +1.7% |
| 3M | +10.2% | -0.4% | +10.6% | +10.2% |
| 6M | +35.3% | +13.0% | +22.3% | +31.8% |
| YTD | -21.8% | +10.3% | -32.1% | -23.6% |
| 1Y | -12.1% | +8.2% | -20.4% | -13.8% |
| 3Y | +2.0% | +0.4% | +1.7% | -0.1% |
| 5Y | -15.3% | -2.7% | -12.6% | -17.0% |
| All | -15.3% | -3.2% | -12.0% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling