+28.9%
JD vs KEY
+121.9%
-93.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -3.1% |
| 7D | +7.9% | -0.4% | +8.3% | +7.9% |
| 30D | +4.8% | +7.2% | -2.4% | +2.9% |
| 3M | -13.9% | -4.9% | -9.0% | -13.1% |
| 6M | -5.8% | +1.1% | -6.9% | -6.5% |
| YTD | +2.4% | +6.8% | -4.4% | +0.1% |
| 1Y | -7.5% | +23.3% | -30.8% | -12.8% |
| 3Y | +20.9% | +126.1% | -105.2% | -3.4% |
| 5Y | -58.0% | +15.2% | -73.2% | -62.0% |
| 10Y | +28.9% | +113.6% | -84.7% | +8.0% |
| All | +28.9% | +121.9% | -93.0% | +8.0% |
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