+67.9%
KORU vs CTSH
+21.4%
+46.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.2% | -12.7% | -12.7% |
| 7D | +2.3% | -9.8% | +12.1% | +10.3% |
| 30D | +20.0% | +0.1% | +19.9% | +18.0% |
| 3M | -32.7% | +13.2% | -45.9% | -48.9% |
| 6M | +13.3% | -6.2% | +19.5% | +1.6% |
| YTD | +133.2% | -28.5% | +161.7% | +166.8% |
| 1Y | +357.3% | -13.8% | +371.0% | +315.3% |
| 3Y | +452.7% | -13.7% | +466.4% | +399.0% |
| 5Y | +47.2% | -16.7% | +63.9% | +42.6% |
| All | +67.9% | +21.4% | +46.5% | +38.6% |
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