+56.9%
KORU vs ADSK
-25.3%
+82.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.6% | +8.7% |
| 7D | -1.7% | -2.5% | +0.8% | -0.4% |
| 30D | +13.5% | -14.9% | +28.4% | +23.3% |
| 3M | -45.2% | +3.3% | -48.5% | -52.4% |
| 6M | +17.1% | -15.7% | +32.8% | +17.6% |
| YTD | +154.1% | -28.2% | +182.4% | +186.3% |
| 1Y | +375.7% | -34.5% | +410.2% | +488.6% |
| 3Y | +474.0% | -2.9% | +476.9% | +378.0% |
| All | +56.9% | -25.3% | +82.3% | +33.0% |
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 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