-12.7%
CTSH vs KMI
+142.5%
-155.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.7% |
| 7D | +1.8% | -5.1% | +6.9% | +3.1% |
| 30D | +9.8% | -3.1% | +12.9% | +10.4% |
| 3M | +12.1% | +0.2% | +11.9% | +11.4% |
| 6M | +27.4% | +1.1% | +26.3% | +25.8% |
| YTD | -20.3% | +17.7% | -38.0% | -25.8% |
| 1Y | -8.8% | +19.6% | -28.4% | -15.7% |
| 3Y | +4.0% | +117.6% | -113.6% | -28.4% |
| All | -12.7% | +142.5% | -155.2% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling