+32.3%
JD vs KEY
+95.2%
-62.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -4.0% | +1.8% | -5.8% | -4.4% |
| 30D | +2.7% | +7.1% | -4.5% | +0.9% |
| 3M | -13.0% | -5.9% | -7.1% | -11.9% |
| 6M | -12.7% | +2.2% | -14.9% | -13.6% |
| YTD | -0.8% | +6.4% | -7.2% | -3.0% |
| 1Y | -8.9% | +24.8% | -33.7% | -14.4% |
| 3Y | +17.0% | +125.2% | -108.2% | -6.5% |
| 5Y | -63.5% | +13.0% | -76.5% | -66.8% |
| All | +32.3% | +95.2% | -62.9% | +2.5% |
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