+214.2%
ADSK vs KEY
+171.1%
+43.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -10.9% | -1.8% | -9.1% | -10.4% |
| 30D | -15.9% | -3.3% | -12.6% | -15.1% |
| 3M | -4.4% | -0.2% | -4.2% | -4.6% |
| 6M | -16.6% | +12.1% | -28.8% | -20.1% |
| YTD | -28.5% | +8.4% | -36.9% | -31.0% |
| 1Y | -34.6% | +17.6% | -52.3% | -38.7% |
| 3Y | -3.5% | +123.3% | -126.8% | -28.3% |
| 5Y | -25.6% | +39.5% | -65.1% | -37.9% |
| All | +214.2% | +171.1% | +43.1% | +91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling