+22.2%
CTSH vs KR
+129.5%
-107.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.6% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +3.7% | +5.1% | -1.4% | +3.2% |
| 3M | +17.9% | -8.2% | +26.1% | +18.8% |
| 6M | -2.6% | -18.0% | +15.3% | -1.2% |
| YTD | -26.4% | -4.8% | -21.6% | -26.2% |
| 1Y | -13.0% | -11.0% | -2.0% | -12.4% |
| 3Y | -11.2% | +37.7% | -48.9% | -14.5% |
| 5Y | -14.3% | +52.8% | -67.1% | -18.0% |
| All | +22.2% | +129.5% | -107.4% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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