-61.8%
JD vs KEEL
-41.3%
-20.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.3% | +7.4% | +1.0% |
| 7D | -2.6% | +2.7% | -5.3% | -3.0% |
| 30D | -15.4% | +4.6% | -19.9% | -16.4% |
| 3M | -5.0% | -34.5% | +29.4% | -2.0% |
| 6M | +0.9% | +59.3% | -58.3% | -9.4% |
| YTD | -2.5% | +46.4% | -48.9% | -12.6% |
| 1Y | -16.0% | +96.6% | -112.6% | -30.4% |
| 3Y | -8.5% | +182.0% | -190.5% | -37.5% |
| 5Y | -61.8% | -38.2% | -23.5% | -69.0% |
| All | -61.8% | -41.3% | -20.5% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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