-8.9%
CTSH vs KVYO
-55.5%
+46.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.6% |
| 7D | -3.7% | -12.1% | +8.4% | -1.6% |
| 30D | +3.7% | -5.2% | +8.9% | +4.5% |
| 3M | +17.9% | +14.5% | +3.4% | +15.0% |
| 6M | -2.6% | -17.6% | +15.0% | -2.2% |
| YTD | -26.4% | -49.6% | +23.2% | -21.7% |
| 1Y | -13.0% | -48.6% | +35.5% | -8.2% |
| All | -8.9% | -55.5% | +46.6% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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