+18.7%
CTSH vs KMI
+137.5%
-118.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | -9.8% | -2.1% | -7.7% | -9.1% |
| 30D | +0.1% | -1.7% | +1.8% | +0.5% |
| 3M | +13.2% | -1.9% | +15.1% | +13.7% |
| 6M | -6.2% | -4.3% | -1.9% | -5.4% |
| YTD | -28.5% | +15.8% | -44.3% | -33.2% |
| 1Y | -13.8% | +17.6% | -31.4% | -20.2% |
| 3Y | -13.7% | +113.1% | -126.8% | -38.6% |
| 5Y | -16.7% | +154.0% | -170.7% | -45.4% |
| All | +18.7% | +137.5% | -118.8% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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