+126.6%
ADM vs KEY
+96.4%
+30.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.5% |
| 7D | +4.2% | +2.9% | +1.3% | +3.3% |
| 30D | -12.8% | +8.4% | -21.3% | -14.9% |
| 3M | -8.5% | -5.8% | -2.7% | -7.0% |
| 6M | -10.9% | +5.4% | -16.4% | -12.6% |
| YTD | +29.4% | +7.1% | +22.4% | +25.8% |
| 1Y | +27.5% | +26.8% | +0.7% | +17.8% |
| 3Y | +10.3% | +128.7% | -118.4% | -18.0% |
| 5Y | +27.4% | +13.6% | +13.7% | +12.8% |
| All | +126.6% | +96.4% | +30.2% | +50.2% |
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