+284.7%
ADBE vs KEYS
+1,067.2%
-782.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.7% | -1.7% |
| 7D | -12.9% | +0.9% | -13.9% | -13.3% |
| 30D | -5.6% | -5.3% | -0.4% | -4.1% |
| 3M | +6.6% | +0.5% | +6.1% | +3.1% |
| 6M | -9.6% | +14.0% | -23.6% | -19.0% |
| YTD | -28.9% | +60.3% | -89.2% | -47.6% |
| 1Y | -28.9% | +91.3% | -120.3% | -52.6% |
| 3Y | -55.6% | +146.1% | -201.7% | -75.3% |
| 5Y | -62.2% | +80.8% | -143.0% | -75.3% |
| 10Y | +150.4% | +1,002.8% | -852.4% | -24.7% |
| All | +284.7% | +1,067.2% | -782.5% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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