+316.1%
ADP vs KEY
+109.2%
+206.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +3.2% | +0.5% | +2.7% | +3.0% |
| 30D | +12.8% | +6.9% | +5.9% | +10.6% |
| 3M | +12.3% | -5.0% | +17.3% | +13.8% |
| 6M | +45.4% | +0.7% | +44.7% | +44.6% |
| YTD | +21.4% | +6.5% | +14.9% | +18.5% |
| 1Y | +23.7% | +22.6% | +1.1% | +15.9% |
| 3Y | +43.6% | +125.3% | -81.7% | +9.2% |
| 5Y | +48.7% | +13.9% | +34.8% | +33.3% |
| 10Y | +316.1% | +105.3% | +210.7% | +189.4% |
| All | +316.1% | +109.2% | +206.9% | +189.4% |
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