-14.8%
CTSH vs KMX
-52.4%
+37.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -2.8% |
| 7D | -5.5% | -0.7% | -4.8% | -5.3% |
| 30D | +4.5% | +4.1% | +0.4% | +3.5% |
| 3M | +13.7% | +27.5% | -13.8% | +6.5% |
| 6M | -8.4% | +43.6% | -52.0% | -17.4% |
| YTD | -26.5% | +56.8% | -83.3% | -35.3% |
| 1Y | -13.9% | -1.3% | -12.6% | -16.1% |
| 3Y | -11.3% | -25.4% | +14.1% | -9.4% |
| 5Y | -14.8% | -53.9% | +39.1% | -4.9% |
| All | -14.8% | -52.4% | +37.6% | -4.9% |
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