+108.8%
KMI vs ADSK
+396.5%
-287.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -2.0% |
| 7D | -2.1% | -10.9% | +8.9% | +0.5% |
| 30D | -1.7% | -15.9% | +14.2% | +2.1% |
| 3M | -1.9% | -4.4% | +2.5% | -1.7% |
| 6M | -4.3% | -16.6% | +12.3% | -1.4% |
| YTD | +15.8% | -28.5% | +44.3% | +23.4% |
| 1Y | +17.6% | -34.6% | +52.2% | +28.0% |
| 3Y | +113.1% | -3.5% | +116.6% | +106.1% |
| 5Y | +154.0% | -25.6% | +179.6% | +152.6% |
| 10Y | +133.1% | +216.6% | -83.5% | +48.6% |
| All | +108.8% | +396.5% | -287.7% | +8.4% |
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