+374.2%
ADP vs KEYS
+1,095.1%
-720.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -4.0% |
| 7D | -5.5% | +4.4% | -9.9% | -6.6% |
| 30D | -1.2% | -2.2% | +1.0% | -1.0% |
| 3M | +17.9% | +0.5% | +17.3% | +15.7% |
| 6M | +20.3% | +22.4% | -2.1% | +9.7% |
| YTD | +5.8% | +64.1% | -58.3% | -14.0% |
| 1Y | -7.7% | +97.0% | -104.7% | -30.2% |
| 3Y | +14.7% | +152.0% | -137.3% | -23.6% |
| 5Y | +45.8% | +83.7% | -38.0% | +7.2% |
| 10Y | +270.5% | +997.9% | -727.4% | +53.3% |
| All | +374.2% | +1,095.1% | -720.8% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling