+301.7%
JCI vs KEY
+121.9%
+179.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.1% | +3.8% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | -10.1% | +7.2% | -17.3% | -12.5% |
| 3M | -6.8% | -4.9% | -1.9% | -5.2% |
| 6M | +2.0% | +1.1% | +0.9% | +1.2% |
| YTD | +19.2% | +6.8% | +12.4% | +15.7% |
| 1Y | +16.7% | +23.3% | -6.5% | +7.4% |
| 3Y | +194.3% | +126.1% | +68.2% | +112.1% |
| 5Y | +103.0% | +15.2% | +87.8% | +78.8% |
| 10Y | +301.7% | +113.6% | +188.1% | +157.8% |
| All | +301.7% | +121.9% | +179.8% | +157.8% |
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