-55.6%
KHC vs ADSK
+222.2%
-277.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -1.0% | -2.5% | +1.5% | -0.6% |
| 30D | +1.9% | -14.9% | +16.8% | +4.2% |
| 3M | +3.2% | +3.3% | -0.1% | +2.5% |
| 6M | +10.0% | -15.7% | +25.6% | +12.1% |
| YTD | +6.7% | -28.2% | +34.9% | +11.1% |
| 1Y | -0.9% | -34.5% | +33.7% | +4.6% |
| 3Y | -13.6% | -2.9% | -10.7% | -15.4% |
| 5Y | -12.8% | -25.3% | +12.5% | -12.9% |
| All | -55.6% | +222.2% | -277.8% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 10y: compounded portfolio wealth divided by compounded ADSK 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…
10y analysis · Full analysis span regression · 6 months rolling