+278.9%
ADP vs KEYS
+1,049.9%
-771.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | -0.1% |
| 7D | -2.8% | +3.5% | -6.2% | -3.7% |
| 30D | +0.2% | -4.5% | +4.7% | +1.2% |
| 3M | +20.5% | -0.4% | +20.9% | +18.7% |
| 6M | +28.8% | +19.1% | +9.6% | +18.3% |
| YTD | +6.6% | +66.7% | -60.0% | -14.4% |
| 1Y | -6.9% | +96.5% | -103.4% | -30.1% |
| 3Y | +16.1% | +155.2% | -139.0% | -24.3% |
| 5Y | +49.3% | +88.0% | -38.6% | +7.6% |
| All | +278.9% | +1,049.9% | -771.0% | +54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling