-12.5%
KMB vs ADSK
-28.4%
+16.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.9% |
| 7D | -8.6% | -14.5% | +5.9% | -7.5% |
| 30D | -7.5% | -19.3% | +11.8% | -6.1% |
| 3M | -0.6% | -7.8% | +7.2% | -0.2% |
| 6M | -1.5% | -20.8% | +19.2% | -0.3% |
| YTD | +1.6% | -30.2% | +31.8% | +3.6% |
| 1Y | -20.8% | -36.5% | +15.7% | -18.8% |
| 3Y | -12.4% | -5.7% | -6.7% | -13.3% |
| All | -12.5% | -28.4% | +16.0% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling