+148.6%
KRE vs CTSH
+349.6%
-201.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +0.7% | -2.1% | +2.9% | +1.7% |
| 30D | +6.1% | +1.4% | +4.7% | +4.8% |
| 3M | -5.9% | +7.5% | -13.4% | -10.6% |
| 6M | +9.6% | +39.6% | -30.0% | -10.7% |
| YTD | +14.2% | -22.3% | +36.5% | +22.7% |
| 1Y | +22.5% | -12.0% | +34.5% | +23.6% |
| 3Y | +90.4% | +1.8% | +88.6% | +77.1% |
| 5Y | +11.9% | -15.8% | +27.7% | +12.3% |
| 10Y | +88.8% | +34.8% | +54.0% | +45.8% |
| All | +148.6% | +349.6% | -201.0% | -19.3% |
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