+22.5%
KORU vs ADSK
-10.6%
+33.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.0% | -12.3% | +1.0% |
| 7D | -24.3% | +11.4% | -35.7% | -15.8% |
| 30D | -54.2% | +21.9% | -76.1% | -44.4% |
| 3M | -45.4% | +13.9% | -59.3% | -34.2% |
| 6M | -66.5% | +9.1% | -75.6% | -53.7% |
| YTD | +14.9% | -8.8% | +23.7% | +72.3% |
| 1Y | +22.5% | -10.2% | +32.8% | +89.4% |
| All | +22.5% | -10.6% | +33.2% | +89.4% |
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