+170.0%
ADM vs KEYS
+1,086.4%
-916.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | +1.4% | +2.9% | -1.6% | +0.6% |
| 30D | +8.2% | -1.3% | +9.5% | +8.3% |
| 3M | +8.7% | -0.1% | +8.8% | +7.8% |
| 6M | +29.1% | +17.4% | +11.7% | +22.0% |
| YTD | +53.7% | +62.9% | -9.3% | +31.1% |
| 1Y | +43.2% | +95.7% | -52.5% | +15.1% |
| 3Y | +21.4% | +150.2% | -128.8% | -12.1% |
| 5Y | +67.1% | +83.1% | -16.0% | +30.0% |
| 10Y | +176.6% | +1,020.9% | -844.3% | +12.0% |
| All | +170.0% | +1,086.4% | -916.4% | +15.0% |
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