+293.5%
JCI vs KEY
+96.4%
+197.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | +3.2% | +2.9% | +0.3% | +2.1% |
| 30D | -8.6% | +8.4% | -17.0% | -11.4% |
| 3M | -7.7% | -5.8% | -2.0% | -5.8% |
| 6M | -2.6% | +5.4% | -8.0% | -4.7% |
| YTD | +17.4% | +7.1% | +10.3% | +13.9% |
| 1Y | +16.9% | +26.8% | -9.9% | +6.4% |
| 3Y | +186.7% | +128.7% | +58.1% | +105.6% |
| 5Y | +95.4% | +13.6% | +81.7% | +73.0% |
| All | +293.5% | +96.4% | +197.1% | +158.2% |
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