+289.1%
KLAC vs CTSH
-12.4%
+301.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.6% |
| 7D | -2.1% | +1.8% | -3.9% | -2.6% |
| 30D | -21.8% | +9.8% | -31.6% | -24.3% |
| 3M | -20.5% | +12.1% | -32.7% | -24.2% |
| 6M | -18.0% | +27.4% | -45.4% | -26.3% |
| YTD | +26.4% | -20.3% | +46.6% | +46.5% |
| 1Y | +26.3% | -8.8% | +35.1% | +33.5% |
| 3Y | +193.3% | +4.0% | +189.2% | +176.6% |
| All | +289.1% | -12.4% | +301.5% | +341.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling