+30.5%
JD vs KEY
+120.9%
-90.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.8% |
| 7D | +13.4% | -1.3% | +14.6% | +13.7% |
| 30D | +7.7% | +5.1% | +2.6% | +6.3% |
| 3M | -11.3% | -7.1% | -4.2% | -9.9% |
| 6M | -5.1% | -4.4% | -0.8% | -4.6% |
| YTD | +5.0% | +4.0% | +1.0% | +3.3% |
| 1Y | -5.6% | +23.4% | -29.0% | -11.1% |
| 3Y | +17.8% | +113.9% | -96.1% | -4.5% |
| 5Y | -57.2% | +12.3% | -69.5% | -61.0% |
| All | +30.5% | +120.9% | -90.4% | +12.7% |
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