+98.8%
JCI vs KEY
+11.7%
+87.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | -9.4% | -1.3% | -8.1% | -9.0% |
| 30D | -13.4% | +5.1% | -18.5% | -15.0% |
| 3M | -12.4% | -7.1% | -5.3% | -10.3% |
| 6M | -5.1% | -4.4% | -0.8% | -3.9% |
| YTD | +13.7% | +4.0% | +9.7% | +11.7% |
| 1Y | +11.4% | +23.4% | -12.0% | +3.0% |
| 3Y | +175.9% | +113.9% | +62.0% | +110.6% |
| All | +98.8% | +11.7% | +87.2% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling