+313.7%
ADP vs KEY
+121.9%
+191.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.2% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | +11.5% | +7.2% | +4.3% | +9.3% |
| 3M | +12.0% | -4.9% | +16.9% | +13.4% |
| 6M | +43.8% | +1.1% | +42.7% | +42.9% |
| YTD | +20.1% | +6.8% | +13.3% | +17.1% |
| 1Y | +22.3% | +23.3% | -1.0% | +14.4% |
| 3Y | +43.3% | +126.1% | -82.8% | +8.9% |
| 5Y | +47.3% | +15.2% | +32.1% | +31.6% |
| 10Y | +313.7% | +113.6% | +200.1% | +187.3% |
| All | +313.7% | +121.9% | +191.8% | +187.3% |
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