+133.4%
KR vs ADSK
+222.2%
-88.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | -0.2% | -2.5% | +2.4% | -0.1% |
| 30D | +5.1% | -14.9% | +19.9% | +5.7% |
| 3M | -8.2% | +3.3% | -11.5% | -8.3% |
| 6M | -18.0% | -15.7% | -2.3% | -17.7% |
| YTD | -4.8% | -28.2% | +23.5% | -3.9% |
| 1Y | -11.0% | -34.5% | +23.5% | -10.0% |
| 3Y | +37.7% | -2.9% | +40.6% | +36.7% |
| 5Y | +52.8% | -25.3% | +78.1% | +51.8% |
| All | +133.4% | +222.2% | -88.8% | +106.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling