+138.3%
ADI vs KEYS
+87.1%
+51.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.0% | +0.9% | +2.3% |
| 7D | +4.6% | +3.5% | +1.1% | +2.3% |
| 30D | -1.2% | -4.5% | +3.3% | +1.5% |
| 3M | -7.8% | -0.4% | -7.4% | -7.8% |
| 6M | +19.3% | +19.1% | +0.2% | +7.0% |
| YTD | +40.9% | +66.7% | -25.7% | -1.5% |
| 1Y | +54.5% | +96.5% | -42.0% | -4.1% |
| 3Y | +123.4% | +155.2% | -31.7% | +13.1% |
| All | +138.3% | +87.1% | +51.2% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling