+3.0%
KDP vs ADSK
-26.7%
+29.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.2% |
| 7D | -4.3% | -10.9% | +6.6% | -3.3% |
| 30D | +7.8% | -15.9% | +23.7% | +9.5% |
| 3M | -0.1% | -4.4% | +4.3% | +0.1% |
| 6M | +14.0% | -16.6% | +30.6% | +15.4% |
| YTD | +15.1% | -28.5% | +43.6% | +18.3% |
| 1Y | +18.5% | -34.6% | +53.2% | +23.2% |
| 3Y | +2.9% | -3.5% | +6.3% | +1.0% |
| 5Y | +3.0% | -25.6% | +28.6% | -1.2% |
| All | +3.0% | -26.7% | +29.7% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling