+20.4%
KWEB vs ADSK
+510.5%
-490.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -5.6% | -2.5% | -3.0% | -4.6% |
| 30D | -10.7% | -14.9% | +4.2% | -5.2% |
| 3M | -7.4% | +3.3% | -10.7% | -10.0% |
| 6M | -19.3% | -15.7% | -3.7% | -15.4% |
| YTD | -27.8% | -28.2% | +0.5% | -19.5% |
| 1Y | -35.9% | -34.5% | -1.4% | -25.7% |
| 3Y | -1.9% | -2.9% | +1.0% | -7.7% |
| 5Y | -43.2% | -25.3% | -17.9% | -42.4% |
| 10Y | -21.2% | +217.8% | -238.9% | -59.3% |
| All | +20.4% | +510.5% | -490.1% | -53.1% |
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