-15.8%
CTSH vs KR
+85.1%
-100.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -0.9% |
| 7D | -2.1% | +4.6% | -6.7% | -3.0% |
| 30D | +1.4% | +12.2% | -10.8% | -0.7% |
| 3M | +7.5% | +24.6% | -17.1% | +3.4% |
| 6M | +39.6% | +8.2% | +31.4% | +36.8% |
| YTD | -22.3% | +15.3% | -37.6% | -24.6% |
| 1Y | -12.0% | +9.8% | -21.7% | -14.1% |
| 3Y | +1.8% | +71.4% | -69.6% | -10.1% |
| All | -15.8% | +85.1% | -100.9% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling