-2.9%
ADSK vs KNX
+34.6%
-37.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | -2.5% | -5.6% | +3.1% | -1.4% |
| 30D | -14.9% | -4.4% | -10.5% | -14.2% |
| 3M | +3.3% | -17.3% | +20.6% | +7.1% |
| 6M | -15.7% | +22.6% | -38.3% | -20.7% |
| YTD | -28.2% | +31.1% | -59.4% | -34.0% |
| 1Y | -34.5% | +60.2% | -94.8% | -43.4% |
| 3Y | -2.9% | +35.8% | -38.7% | -10.6% |
| All | -2.9% | +34.6% | -37.5% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling