+321.2%
JCI vs KEY
+171.8%
+149.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +3.8% | +2.2% | +1.6% | +3.0% |
| 30D | -5.7% | -3.0% | -2.6% | -4.6% |
| 3M | -1.4% | +3.3% | -4.7% | -2.7% |
| 6M | +4.1% | +9.2% | -5.1% | +0.7% |
| YTD | +21.7% | +10.6% | +11.1% | +16.9% |
| 1Y | +36.1% | +20.4% | +15.7% | +26.4% |
| 3Y | +154.4% | +121.8% | +32.6% | +84.5% |
| 5Y | +112.0% | +41.1% | +70.9% | +72.8% |
| All | +321.2% | +171.8% | +149.4% | +155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling