+2,838.9%
KLAC vs CTSH
+21.4%
+2,817.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | +2.5% | -9.8% | +12.2% | +7.4% |
| 30D | -11.5% | +0.1% | -11.6% | -12.2% |
| 3M | -16.9% | +13.2% | -30.2% | -25.8% |
| 6M | +22.2% | -6.2% | +28.4% | +20.3% |
| YTD | +46.4% | -28.5% | +74.8% | +68.7% |
| 1Y | +91.0% | -13.8% | +104.8% | +92.8% |
| 3Y | +264.6% | -13.7% | +278.3% | +261.7% |
| 5Y | +430.6% | -16.7% | +447.3% | +434.8% |
| All | +2,838.9% | +21.4% | +2,817.5% | +2,329.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 10y: compounded portfolio wealth divided by compounded CTSH 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…
10y analysis · Full analysis span regression · 6 months rolling