+66.5%
KKR vs ADSK
-25.3%
+91.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -6.2% | -2.5% | -3.6% | -4.8% |
| 30D | -8.9% | -14.9% | +6.0% | -0.3% |
| 3M | +6.3% | +3.3% | +2.9% | +1.9% |
| 6M | +16.5% | -15.7% | +32.1% | +25.3% |
| YTD | -20.3% | -28.2% | +8.0% | -5.2% |
| 1Y | -29.8% | -34.5% | +4.8% | -11.4% |
| 3Y | +63.2% | -2.9% | +66.1% | +56.9% |
| All | +66.5% | -25.3% | +91.8% | +61.9% |
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