-17.1%
CTSH vs KMI
+157.3%
-174.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.4% |
| 7D | -8.2% | -1.8% | -6.5% | -7.8% |
| 30D | +0.4% | +0.1% | +0.3% | +0.2% |
| 3M | +10.6% | +1.2% | +9.4% | +9.9% |
| 6M | -8.8% | -3.9% | -4.9% | -8.2% |
| YTD | -28.6% | +17.5% | -46.1% | -33.2% |
| 1Y | -15.9% | +22.6% | -38.6% | -22.7% |
| 3Y | -13.9% | +116.3% | -130.2% | -39.6% |
| 5Y | -17.1% | +157.6% | -174.7% | -47.5% |
| All | -17.1% | +157.3% | -174.4% | -47.5% |
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