-31.9%
ADSK vs KEY
+21.3%
-53.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.3% | -8.5% | -8.3% |
| 7D | -16.4% | +2.2% | -18.6% | -16.5% |
| 30D | -9.2% | -3.0% | -6.2% | -9.0% |
| 3M | -6.7% | +3.3% | -10.1% | -7.1% |
| 6M | -15.5% | +9.2% | -24.7% | -16.9% |
| YTD | -26.4% | +10.6% | -37.0% | -28.1% |
| 1Y | -31.9% | +20.4% | -52.3% | -36.6% |
| All | -31.9% | +21.3% | -53.2% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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