+294.5%
JCI vs KEEL
+309.9%
-15.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | +4.1% | +19.3% | -15.2% | +3.1% |
| 30D | -3.8% | +9.1% | -13.0% | -4.4% |
| 3M | -1.6% | -31.5% | +29.9% | -0.5% |
| 6M | +9.5% | +75.8% | -66.3% | +5.2% |
| YTD | +21.7% | +57.9% | -36.1% | +16.9% |
| 1Y | +37.1% | +133.3% | -96.2% | +27.8% |
| 3Y | +165.2% | +204.1% | -38.9% | +136.5% |
| 5Y | +110.3% | -37.5% | +147.8% | +89.7% |
| All | +294.5% | +309.9% | -15.5% | +231.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling