+43.5%
KDP vs ADSK
-10.6%
+54.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +7.0% | -1.1% | +5.5% |
| 7D | +5.3% | +11.4% | -6.1% | +4.8% |
| 30D | +19.1% | +21.9% | -2.8% | +18.4% |
| 3M | +19.2% | +13.9% | +5.3% | +18.5% |
| 6M | +29.3% | +9.1% | +20.2% | +25.9% |
| YTD | +35.5% | -8.8% | +44.3% | +32.3% |
| 1Y | +43.5% | -10.2% | +53.7% | +40.4% |
| All | +43.5% | -10.6% | +54.1% | +40.4% |
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