-2.9%
ADSK vs KEEL
+197.5%
-200.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | +0.2% |
| 7D | -2.5% | +2.9% | -5.4% | -2.7% |
| 30D | -14.9% | +0.8% | -15.7% | -15.1% |
| 3M | +3.3% | -35.3% | +38.6% | +4.8% |
| 6M | -15.7% | +59.4% | -75.0% | -20.8% |
| YTD | -28.2% | +51.9% | -80.2% | -32.9% |
| 1Y | -34.5% | +75.0% | -109.5% | -41.1% |
| 3Y | -2.9% | +224.5% | -227.4% | -24.2% |
| All | -2.9% | +197.5% | -200.4% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 3y: compounded portfolio wealth divided by compounded KEEL 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…
3y analysis · Full analysis span regression · 6 months rolling