-13.4%
CTSH vs KMX
-64.5%
+51.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.1% | -2.3% | +0.2% | -1.6% |
| 30D | +8.0% | +6.3% | +1.6% | +6.1% |
| 3M | +10.6% | -7.4% | +18.0% | +12.1% |
| 6M | +32.5% | +37.9% | -5.4% | +20.7% |
| YTD | -21.0% | +39.5% | -60.4% | -28.9% |
| 1Y | -9.9% | +57.9% | -67.8% | -21.6% |
| 3Y | +3.1% | -15.0% | +18.1% | +1.5% |
| 5Y | -13.4% | -64.1% | +50.7% | +7.4% |
| All | -13.4% | -64.5% | +51.0% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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