-30.0%
ADSK vs KRMN
+17.6%
-47.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.2% |
| 7D | -2.5% | -11.8% | +9.2% | -1.5% |
| 30D | -14.9% | -43.0% | +28.1% | -11.0% |
| 3M | +3.3% | -28.8% | +32.2% | +5.8% |
| 6M | -15.7% | -66.3% | +50.7% | -7.3% |
| YTD | -28.2% | -51.8% | +23.5% | -25.4% |
| 1Y | -34.5% | -44.7% | +10.2% | -33.9% |
| All | -30.0% | +17.6% | -47.6% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling