+309.9%
ADSK vs KEYS
+1,113.8%
-803.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -1.6% |
| 7D | -2.5% | +3.5% | -6.0% | -4.3% |
| 30D | -14.9% | -4.5% | -10.4% | -13.5% |
| 3M | +3.3% | -0.4% | +3.7% | +0.3% |
| 6M | -15.7% | +19.1% | -34.8% | -27.6% |
| YTD | -28.2% | +66.7% | -94.9% | -50.8% |
| 1Y | -34.5% | +96.5% | -131.0% | -59.7% |
| 3Y | -2.9% | +155.2% | -158.1% | -51.4% |
| 5Y | -25.3% | +88.0% | -113.3% | -55.2% |
| 10Y | +217.8% | +1,046.8% | -829.0% | -29.4% |
| All | +309.9% | +1,113.8% | -803.9% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 all: compounded portfolio wealth divided by compounded KEYS 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…
all analysis · Full analysis span regression · 6 months rolling