+32,929.6%
CTSH vs KNX
+2,703.1%
+30,226.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.2% | -3.3% |
| 7D | -5.5% | +6.4% | -11.9% | -7.5% |
| 30D | +4.5% | +1.4% | +3.1% | +3.7% |
| 3M | +13.7% | -12.0% | +25.8% | +17.8% |
| 6M | -8.4% | +25.2% | -33.6% | -16.5% |
| YTD | -26.5% | +36.6% | -63.1% | -35.2% |
| 1Y | -13.9% | +67.6% | -81.5% | -29.7% |
| 3Y | -11.3% | +40.8% | -52.1% | -25.2% |
| 5Y | -14.8% | +43.3% | -58.2% | -29.7% |
| 10Y | +22.5% | +170.1% | -147.6% | -24.3% |
| All | +32,929.6% | +2,703.1% | +30,226.5% | +8,622.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling