-14.4%
CTSH vs KR
+52.3%
-66.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.5% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +3.7% | +5.1% | -1.4% | +2.9% |
| 3M | +17.9% | -8.2% | +26.1% | +19.2% |
| 6M | -2.6% | -18.0% | +15.3% | -0.6% |
| YTD | -26.4% | -4.8% | -21.6% | -26.1% |
| 1Y | -13.0% | -11.0% | -2.0% | -12.1% |
| 3Y | -11.2% | +37.7% | -48.9% | -18.1% |
| All | -14.4% | +52.3% | -66.8% | -22.2% |
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 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