+482.2%
KORU vs ADSK
-31.6%
+513.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -8.3% | +21.7% | +7.8% |
| 7D | +13.0% | -16.4% | +29.4% | +1.0% |
| 30D | +27.3% | -9.2% | +36.5% | +21.7% |
| 3M | -55.3% | -6.7% | -48.5% | -51.5% |
| 6M | +11.6% | -15.5% | +27.1% | +22.6% |
| YTD | +158.5% | -26.4% | +184.9% | +208.9% |
| 1Y | +482.2% | -31.9% | +514.0% | +652.6% |
| All | +482.2% | -31.6% | +513.8% | +652.6% |
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