-5.5%
ADSK vs KEY
+121.2%
-126.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.6% |
| 7D | -14.5% | -0.3% | -14.2% | -14.5% |
| 30D | -19.3% | -3.3% | -16.0% | -18.6% |
| 3M | -7.8% | -0.7% | -7.1% | -7.8% |
| 6M | -20.8% | +12.5% | -33.3% | -24.1% |
| YTD | -30.2% | +8.4% | -38.6% | -32.6% |
| 1Y | -36.5% | +18.4% | -54.9% | -40.6% |
| All | -5.5% | +121.2% | -126.7% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling