+13.5%
KMB vs ADSK
+222.2%
-208.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -6.5% | -2.5% | -4.0% | -6.3% |
| 30D | -8.8% | -14.9% | +6.1% | -7.5% |
| 3M | -2.2% | +3.3% | -5.5% | -2.6% |
| 6M | +0.7% | -15.7% | +16.3% | +1.9% |
| YTD | +1.0% | -28.2% | +29.3% | +3.6% |
| 1Y | -20.3% | -34.5% | +14.2% | -17.6% |
| 3Y | -13.3% | -2.9% | -10.4% | -14.5% |
| 5Y | -12.9% | -25.3% | +12.4% | -13.3% |
| All | +13.5% | +222.2% | -208.8% | -7.4% |
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