+168.0%
JCI vs KEEL
+197.5%
-29.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.8% | -1.5% | +1.9% |
| 7D | +0.7% | +2.9% | -2.1% | +0.5% |
| 30D | -4.4% | +0.8% | -5.3% | -4.8% |
| 3M | +1.7% | -35.3% | +37.0% | +4.1% |
| 6M | +8.8% | +59.4% | -50.6% | +2.4% |
| YTD | +22.6% | +51.9% | -29.3% | +14.9% |
| 1Y | +36.2% | +75.0% | -38.8% | +23.3% |
| 3Y | +168.0% | +224.5% | -56.5% | +116.8% |
| All | +168.0% | +197.5% | -29.5% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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