+16.4%
JCI vs KEY
+22.7%
-6.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -12.3% |
| 3M | -6.8% | -4.9% | -1.9% | -4.8% |
| 6M | +2.0% | +1.1% | +0.9% | +1.2% |
| YTD | +19.2% | +6.8% | +12.4% | +15.4% |
| All | +16.4% | +22.7% | -6.3% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling