-5.3%
ADP vs KEYS
+98.0%
-103.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -1.8% |
| 7D | -3.4% | +2.3% | -5.7% | -3.0% |
| 30D | +2.8% | -2.6% | +5.4% | +2.4% |
| 3M | +20.9% | -4.6% | +25.6% | +20.9% |
| 6M | +29.9% | +8.7% | +21.1% | +30.2% |
| YTD | +9.6% | +61.0% | -51.4% | +7.8% |
| 1Y | -5.3% | +96.0% | -101.3% | -9.4% |
| All | -5.3% | +98.0% | -103.2% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling