+21,877.1%
KLAC vs CTSH
+35,729.8%
-13,852.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.3% |
| 7D | -2.1% | +1.8% | -3.9% | -2.9% |
| 30D | -21.8% | +9.8% | -31.6% | -25.1% |
| 3M | -20.5% | +12.1% | -32.7% | -25.2% |
| 6M | -18.0% | +27.4% | -45.4% | -28.9% |
| YTD | +26.4% | -20.3% | +46.6% | +27.5% |
| 1Y | +26.3% | -8.8% | +35.1% | +21.4% |
| 3Y | +193.3% | +4.0% | +189.2% | +168.4% |
| 5Y | +297.2% | -12.2% | +309.4% | +286.1% |
| 10Y | +2,288.0% | +38.7% | +2,249.3% | +1,908.5% |
| All | +21,877.1% | +35,729.8% | -13,852.7% | +4,231.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling