-8.9%
JD vs KEY
+22.3%
-31.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -4.0% | +1.8% | -5.8% | -4.0% |
| 30D | +2.7% | +7.1% | -4.5% | +2.5% |
| 3M | -13.0% | -5.9% | -7.1% | -12.9% |
| 6M | -12.7% | +2.2% | -14.9% | -13.4% |
| YTD | -0.8% | +6.4% | -7.2% | -2.5% |
| 1Y | -8.9% | +24.8% | -33.7% | -11.8% |
| All | -8.9% | +22.3% | -31.2% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling