-10.0%
ADM vs KEY
+0.8%
-10.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.9% | +2.4% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | -11.8% | +6.7% | -18.5% | -11.4% |
| 3M | -11.3% | -4.6% | -6.7% | -12.4% |
| 6M | -10.0% | +2.6% | -12.6% | -6.4% |
| All | -10.0% | +0.8% | -10.8% | -6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling