+129.5%
KMI vs ADSK
+222.2%
-92.7%
-55.1%
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 | -1.7% | -2.5% | +0.8% | -1.2% |
| 30D | -2.7% | -14.9% | +12.1% | +0.6% |
| 3M | -0.7% | +3.3% | -4.0% | -2.2% |
| 6M | -5.0% | -15.7% | +10.7% | -2.4% |
| YTD | +15.5% | -28.2% | +43.7% | +22.8% |
| 1Y | +16.4% | -34.5% | +51.0% | +26.5% |
| 3Y | +114.2% | -2.9% | +117.1% | +106.6% |
| 5Y | +153.3% | -25.3% | +178.6% | +151.9% |
| All | +129.5% | +222.2% | -92.7% | +48.7% |
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