+151.1%
KRE vs ADSK
+495.0%
-343.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -1.8% | -2.5% | +0.7% | -0.8% |
| 30D | -4.5% | -14.9% | +10.4% | +1.3% |
| 3M | +2.7% | +3.3% | -0.6% | 0.0% |
| 6M | +16.9% | -15.7% | +32.5% | +22.0% |
| YTD | +15.4% | -28.2% | +43.6% | +27.7% |
| 1Y | +16.1% | -34.5% | +50.6% | +33.5% |
| 3Y | +85.7% | -2.9% | +88.6% | +77.9% |
| 5Y | +33.3% | -25.3% | +58.6% | +34.8% |
| 10Y | +123.3% | +217.8% | -94.4% | +3.9% |
| All | +151.1% | +495.0% | -343.8% | -33.7% |
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