+197.3%
JBL vs KEYS
+154.3%
+42.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.0% | +1.1% | +2.3% |
| 7D | +2.4% | +3.5% | -1.1% | +0.1% |
| 30D | -13.1% | -4.5% | -8.6% | -10.2% |
| 3M | -15.6% | -0.4% | -15.2% | -15.3% |
| 6M | +24.6% | +19.1% | +5.4% | +12.7% |
| YTD | +39.6% | +66.7% | -27.1% | -0.6% |
| 1Y | +48.6% | +96.5% | -47.8% | -5.6% |
| 3Y | +197.3% | +155.2% | +42.1% | +64.6% |
| All | +197.3% | +154.3% | +42.9% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling