-10.2%
ADSK vs KNX
+45.0%
-55.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.7% | +7.8% | +7.1% |
| 7D | +11.4% | +2.5% | +9.0% | +11.3% |
| 30D | +21.9% | -4.4% | +26.3% | +22.2% |
| 3M | +13.9% | -12.7% | +26.5% | +14.8% |
| 6M | +9.1% | +0.9% | +8.2% | +7.6% |
| YTD | -8.8% | +20.3% | -29.1% | -13.3% |
| 1Y | -10.2% | +40.9% | -51.2% | -17.5% |
| All | -10.2% | +45.0% | -55.2% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling