-11.3%
CTSH vs KMI
+121.9%
-133.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.8% | -5.7% | -4.1% |
| 7D | -5.5% | -0.4% | -5.1% | -5.4% |
| 30D | +4.5% | +3.7% | +0.8% | +3.9% |
| 3M | +13.7% | +3.2% | +10.6% | +13.1% |
| 6M | -8.4% | -3.0% | -5.4% | -8.1% |
| YTD | -26.5% | +19.7% | -46.2% | -29.7% |
| 1Y | -13.9% | +25.6% | -39.6% | -18.8% |
| 3Y | -11.3% | +120.2% | -131.5% | -30.6% |
| All | -11.3% | +121.9% | -133.3% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling