-24.5%
ADSK vs KEEL
-34.6%
+10.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | 0.0% |
| 7D | -2.5% | +2.9% | -5.4% | -2.9% |
| 30D | -14.9% | +0.8% | -15.7% | -15.4% |
| 3M | +3.3% | -35.3% | +38.6% | +5.8% |
| 6M | -15.7% | +59.4% | -75.0% | -24.0% |
| YTD | -28.2% | +51.9% | -80.2% | -35.8% |
| 1Y | -34.5% | +75.0% | -109.5% | -44.8% |
| 3Y | -2.9% | +224.5% | -227.4% | -35.6% |
| All | -24.5% | -34.6% | +10.1% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling