+316.8%
ADP vs KEY
+120.9%
+195.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +3.2% | -1.3% | +4.5% | +3.6% |
| 30D | +14.9% | +5.1% | +9.8% | +13.3% |
| 3M | +11.6% | -7.1% | +18.7% | +13.8% |
| 6M | +48.5% | -4.4% | +52.8% | +49.7% |
| YTD | +20.6% | +4.0% | +16.6% | +18.5% |
| 1Y | +23.7% | +23.4% | +0.3% | +15.7% |
| 3Y | +47.8% | +113.9% | -66.1% | +14.2% |
| 5Y | +47.7% | +12.3% | +35.4% | +32.9% |
| All | +316.8% | +120.9% | +195.9% | +195.8% |
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