-13.9%
CTSH vs KR
+28.8%
-42.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.5% | -2.7% |
| 7D | -8.2% | -3.1% | -5.1% | -7.9% |
| 30D | +0.4% | +0.6% | -0.2% | +0.3% |
| 3M | +10.6% | -9.8% | +20.4% | +11.2% |
| 6M | -8.8% | -22.1% | +13.3% | -8.5% |
| YTD | -28.6% | -8.1% | -20.5% | -28.1% |
| 1Y | -15.9% | -14.7% | -1.3% | -15.3% |
| All | -13.9% | +28.8% | -42.7% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling