+1,116.0%
KDP vs ADSK
+439.3%
+676.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.3% |
| 7D | +2.1% | -14.3% | +16.4% | +4.8% |
| 30D | +8.5% | -14.8% | +23.3% | +11.3% |
| 3M | +6.6% | -5.7% | +12.3% | +7.3% |
| 6M | +17.1% | -18.7% | +35.8% | +20.3% |
| YTD | +19.0% | -28.3% | +47.4% | +24.6% |
| 1Y | +21.8% | -35.1% | +56.8% | +29.7% |
| 3Y | +6.4% | -3.2% | +9.6% | +3.8% |
| 5Y | +5.1% | -26.7% | +31.9% | +5.0% |
| 10Y | +175.8% | +208.4% | -32.6% | +92.7% |
| All | +1,116.0% | +439.3% | +676.7% | +535.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling