+15.2%
KDP vs ADSK
-31.6%
+46.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.3% | +7.4% | -0.8% |
| 7D | +1.3% | -16.4% | +17.7% | +1.4% |
| 30D | +6.0% | -9.2% | +15.2% | +6.1% |
| 3M | +9.2% | -6.7% | +15.9% | +8.1% |
| 6M | +14.7% | -15.5% | +30.2% | +12.7% |
| YTD | +19.2% | -26.4% | +45.6% | +19.4% |
| 1Y | +15.2% | -31.9% | +47.1% | +15.8% |
| All | +15.2% | -31.6% | +46.8% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling