-1.9%
KWEB vs ADSK
-3.2%
+1.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -5.6% | -2.5% | -3.0% | -5.0% |
| 30D | -10.7% | -14.9% | +4.2% | -7.8% |
| 3M | -7.4% | +3.3% | -10.7% | -9.0% |
| 6M | -19.3% | -15.7% | -3.7% | -17.1% |
| YTD | -27.8% | -28.2% | +0.5% | -22.4% |
| 1Y | -35.9% | -34.5% | -1.4% | -29.2% |
| 3Y | -1.9% | -2.9% | +1.0% | -7.4% |
| All | -1.9% | -3.2% | +1.3% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling