+20.9%
JD vs KEY
+118.7%
-97.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.0% |
| 6M | -5.8% | +1.1% | -6.9% | -6.6% |
| YTD | +2.4% | +6.8% | -4.4% | -0.2% |
| 1Y | -7.5% | +23.3% | -30.8% | -13.6% |
| 3Y | +20.9% | +126.1% | -105.2% | -5.7% |
| All | +20.9% | +118.7% | -97.8% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling