+319.9%
ADP vs KEY
+96.4%
+223.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.5% |
| 7D | +2.2% | +2.9% | -0.8% | +1.3% |
| 30D | +10.6% | +8.4% | +2.1% | +8.0% |
| 3M | +12.9% | -5.8% | +18.7% | +14.6% |
| 6M | +50.6% | +5.4% | +45.2% | +47.9% |
| YTD | +23.2% | +7.1% | +16.1% | +20.0% |
| 1Y | +25.3% | +26.8% | -1.5% | +16.3% |
| 3Y | +47.1% | +128.7% | -81.6% | +11.4% |
| 5Y | +50.1% | +13.6% | +36.4% | +34.6% |
| All | +319.9% | +96.4% | +223.5% | +189.6% |
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