+114.2%
KMI vs ADSK
-3.2%
+117.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -1.7% | -2.5% | +0.8% | -1.5% |
| 30D | -2.7% | -14.9% | +12.1% | -1.3% |
| 3M | -0.7% | +3.3% | -4.0% | -1.5% |
| 6M | -5.0% | -15.7% | +10.7% | -3.4% |
| YTD | +15.5% | -28.2% | +43.7% | +20.3% |
| 1Y | +16.4% | -34.5% | +51.0% | +23.3% |
| 3Y | +114.2% | -2.9% | +117.1% | +110.8% |
| All | +114.2% | -3.2% | +117.4% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling