+27.1%
KORU vs ADSK
+452.1%
-425.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.6% | +8.7% |
| 7D | -1.7% | -2.5% | +0.8% | -0.1% |
| 30D | +13.5% | -14.9% | +28.4% | +25.5% |
| 3M | -45.2% | +3.3% | -48.5% | -53.0% |
| 6M | +17.1% | -15.7% | +32.8% | +16.2% |
| YTD | +154.1% | -28.2% | +182.4% | +181.0% |
| 1Y | +375.7% | -34.5% | +410.2% | +474.3% |
| 3Y | +474.0% | -2.9% | +476.9% | +384.9% |
| 5Y | +60.4% | -25.3% | +85.7% | +71.3% |
| 10Y | +82.6% | +217.8% | -135.2% | -30.7% |
| All | +27.1% | +452.1% | -425.0% | -66.6% |
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 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