+23.7%
JBL vs KEYS
+55.9%
-32.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.3% | +1.5% | -0.6% |
| 7D | -11.1% | -14.8% | +3.7% | -1.1% |
| 30D | -14.1% | -25.6% | +11.5% | +4.6% |
| 3M | -23.9% | -16.2% | -7.7% | -14.3% |
| 6M | -24.1% | -18.6% | -5.5% | -13.2% |
| YTD | +13.5% | +40.7% | -27.2% | -3.5% |
| 1Y | +23.7% | +59.6% | -35.9% | -2.8% |
| All | +23.7% | +55.9% | -32.2% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling