-10.2%
ADSK vs KRMN
-59.3%
+49.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -13.5% | +20.6% | +7.4% |
| 7D | +11.4% | -10.0% | +21.5% | +11.5% |
| 30D | +21.9% | +3.5% | +18.4% | +20.9% |
| 3M | +13.9% | -36.7% | +50.6% | +15.2% |
| 6M | +9.1% | -47.7% | +56.8% | +11.6% |
| YTD | -8.8% | -53.3% | +44.5% | -6.5% |
| 1Y | -10.2% | -59.7% | +49.4% | -6.7% |
| All | -10.2% | -59.3% | +49.1% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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