-43.7%
KHC vs ADSK
+309.9%
-353.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.5% | -0.7% |
| 7D | -4.8% | -14.5% | +9.7% | -2.5% |
| 30D | +0.3% | -19.3% | +19.6% | +3.6% |
| 3M | +6.7% | -7.8% | +14.5% | +7.8% |
| 6M | +4.2% | -20.8% | +24.9% | +7.4% |
| YTD | +6.7% | -30.2% | +36.9% | +11.9% |
| 1Y | -1.4% | -36.5% | +35.1% | +4.9% |
| 3Y | -11.8% | -5.7% | -6.0% | -13.3% |
| 5Y | -13.4% | -28.2% | +14.8% | -12.9% |
| 10Y | -54.3% | +209.1% | -263.4% | -68.5% |
| All | -43.7% | +309.9% | -353.6% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling