+35.7%
CTSH vs KMI
+159.6%
-123.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.5% |
| 7D | -4.2% | +6.0% | -10.2% | -6.2% |
| 30D | +3.9% | -3.4% | +7.3% | +4.9% |
| 3M | +10.2% | +1.8% | +8.4% | +8.7% |
| 6M | +35.3% | +0.4% | +34.8% | +33.8% |
| YTD | -21.8% | +20.8% | -42.6% | -28.6% |
| 1Y | -12.1% | +23.0% | -35.1% | -20.5% |
| 3Y | +2.0% | +123.3% | -121.3% | -29.6% |
| 5Y | -15.3% | +149.8% | -165.1% | -44.7% |
| All | +35.7% | +159.6% | -123.9% | -17.0% |
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