-30.8%
CTSH vs KRMN
+32.3%
-63.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.8% |
| 7D | -5.5% | -3.4% | -2.1% | -5.3% |
| 30D | +4.5% | -31.8% | +36.3% | +6.3% |
| 3M | +13.7% | -20.0% | +33.8% | +14.4% |
| 6M | -8.4% | -60.5% | +52.1% | -3.2% |
| YTD | -26.5% | -45.8% | +19.3% | -25.9% |
| 1Y | -13.9% | -36.4% | +22.4% | -15.8% |
| All | -30.8% | +32.3% | -63.1% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 all: compounded portfolio wealth divided by compounded KRMN 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…
all analysis · Full analysis span regression · 6 months rolling