+318.8%
ADP vs KEY
+107.2%
+211.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | +11.9% | +6.7% | +5.2% | +9.8% |
| 3M | +13.7% | -4.6% | +18.3% | +15.1% |
| 6M | +46.8% | +2.6% | +44.2% | +45.2% |
| YTD | +21.8% | +7.0% | +14.8% | +18.7% |
| 1Y | +23.5% | +23.5% | +0.1% | +15.5% |
| 3Y | +44.1% | +126.4% | -82.3% | +9.4% |
| 5Y | +49.9% | +13.0% | +36.8% | +34.7% |
| 10Y | +318.8% | +99.5% | +219.3% | +187.7% |
| All | +318.8% | +107.2% | +211.5% | +187.7% |
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