-57.7%
KORU vs CTSH
+94.4%
-152.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.0% |
| 7D | +11.1% | -2.1% | +13.3% | +12.5% |
| 30D | -40.6% | +1.4% | -42.0% | -43.7% |
| 3M | -63.9% | +7.5% | -71.3% | -68.8% |
| 6M | -82.8% | +39.6% | -122.4% | -90.1% |
| YTD | -15.4% | -22.3% | +6.9% | -17.9% |
| 1Y | -3.3% | -12.0% | +8.7% | -18.4% |
| 3Y | +136.2% | +1.8% | +134.4% | +69.3% |
| 5Y | -36.7% | -15.8% | -20.9% | -42.3% |
| 10Y | -22.9% | +34.8% | -57.7% | -49.5% |
| All | -57.7% | +94.4% | -152.1% | -76.6% |
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 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