+34.8%
CTSH vs KMI
+158.9%
-124.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.5% |
| 7D | -2.1% | +6.5% | -8.7% | -4.4% |
| 30D | +1.4% | -3.4% | +4.8% | +2.3% |
| 3M | +7.5% | +0.4% | +7.1% | +6.6% |
| 6M | +39.6% | -0.9% | +40.5% | +38.8% |
| YTD | -22.3% | +20.5% | -42.8% | -29.0% |
| 1Y | -12.0% | +23.2% | -35.1% | -20.4% |
| 3Y | +1.8% | +121.6% | -119.8% | -29.5% |
| 5Y | -15.8% | +149.1% | -164.9% | -45.0% |
| All | +34.8% | +158.9% | -124.1% | -17.4% |
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