+150.6%
KMI vs ADSK
-25.3%
+175.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -1.7% | -2.5% | +0.8% | -1.4% |
| 30D | -2.7% | -14.9% | +12.1% | -0.7% |
| 3M | -0.7% | +3.3% | -4.0% | -1.7% |
| 6M | -5.0% | -15.7% | +10.7% | -3.2% |
| YTD | +15.5% | -28.2% | +43.7% | +20.5% |
| 1Y | +16.4% | -34.5% | +51.0% | +23.4% |
| 3Y | +114.2% | -2.9% | +117.1% | +109.5% |
| All | +150.6% | -25.3% | +175.9% | +137.8% |
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 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