+10,816.5%
ADP vs KEY
+1,050.5%
+9,766.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -3.4% | +2.2% | -5.6% | -3.9% |
| 30D | +2.8% | -3.0% | +5.8% | +3.4% |
| 3M | +20.9% | +3.3% | +17.6% | +19.9% |
| 6M | +29.9% | +9.2% | +20.7% | +26.8% |
| YTD | +9.6% | +10.6% | -1.0% | +6.7% |
| 1Y | -5.3% | +20.4% | -25.7% | -9.7% |
| 3Y | +16.5% | +121.8% | -105.4% | -5.5% |
| 5Y | +49.4% | +41.1% | +8.3% | +29.3% |
| 10Y | +282.2% | +168.5% | +113.7% | +172.0% |
| All | +10,816.5% | +1,050.5% | +9,766.0% | +4,395.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling