+1,782.5%
KMB vs ADSK
+4,900.9%
-3,118.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.3% | +6.7% | -0.9% |
| 7D | -3.0% | -16.4% | +13.4% | -1.6% |
| 30D | -5.5% | -9.2% | +3.7% | -4.8% |
| 3M | +14.0% | -6.7% | +20.7% | +14.5% |
| 6M | +4.1% | -15.5% | +19.6% | +5.2% |
| YTD | +8.0% | -26.4% | +34.4% | +10.3% |
| 1Y | -13.7% | -31.9% | +18.1% | -11.4% |
| 3Y | -5.9% | -1.0% | -5.0% | -7.0% |
| 5Y | -8.6% | -24.5% | +15.9% | -8.8% |
| 10Y | +17.3% | +220.4% | -203.1% | +1.2% |
| All | +1,782.5% | +4,900.9% | -3,118.4% | +1,048.4% |
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 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