-16.7%
CTSH vs KWEB
-45.1%
+28.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | -9.8% | -4.3% | -5.5% | -9.2% |
| 30D | +0.1% | -13.0% | +13.1% | +2.2% |
| 3M | +13.2% | -7.6% | +20.8% | +14.6% |
| 6M | -6.2% | -21.1% | +14.9% | -3.1% |
| YTD | -28.5% | -28.2% | -0.2% | -25.0% |
| 1Y | -13.8% | -34.9% | +21.1% | -8.4% |
| 3Y | -13.7% | -0.8% | -12.9% | -14.9% |
| 5Y | -16.7% | -43.6% | +26.9% | -13.0% |
| All | -16.7% | -45.1% | +28.4% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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