-13.7%
CTSH vs KNX
+36.7%
-50.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -9.8% | -0.5% | -9.3% | -9.7% |
| 30D | +0.1% | +1.0% | -0.9% | -0.4% |
| 3M | +13.2% | -12.6% | +25.9% | +16.6% |
| 6M | -6.2% | +21.1% | -27.3% | -12.3% |
| YTD | -28.5% | +33.2% | -61.7% | -35.3% |
| 1Y | -13.8% | +67.8% | -81.6% | -27.8% |
| All | -13.7% | +36.7% | -50.3% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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