+620.2%
ADI vs KEY
+96.4%
+523.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.0% |
| 7D | +9.5% | +2.9% | +6.5% | +8.3% |
| 30D | -1.4% | +8.4% | -9.8% | -4.3% |
| 3M | +4.7% | -5.8% | +10.5% | +7.0% |
| 6M | -7.4% | +5.4% | -12.9% | -9.5% |
| YTD | +48.1% | +7.1% | +41.0% | +43.8% |
| 1Y | +69.6% | +26.8% | +42.8% | +54.5% |
| 3Y | +144.4% | +128.7% | +15.7% | +77.7% |
| 5Y | +134.1% | +13.6% | +120.5% | +109.7% |
| All | +620.2% | +96.4% | +523.8% | +402.5% |
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