+156.4%
ADBE vs KEY
+167.1%
-10.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | -8.9% | -0.3% | -8.6% | -8.8% |
| 30D | -6.6% | -3.3% | -3.4% | -6.0% |
| 3M | +7.1% | -0.7% | +7.9% | +7.1% |
| 6M | -9.8% | +12.5% | -22.3% | -12.6% |
| YTD | -27.2% | +8.4% | -35.6% | -29.0% |
| 1Y | -28.0% | +18.4% | -46.5% | -31.4% |
| 3Y | -54.5% | +123.3% | -177.9% | -63.4% |
| 5Y | -61.5% | +38.8% | -100.3% | -66.3% |
| 10Y | +156.4% | +169.3% | -12.9% | +90.1% |
| All | +156.4% | +167.1% | -10.7% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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