+54.3%
JD vs KEY
+167.7%
-113.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -1.7% | +2.2% | -3.9% | -2.2% |
| 30D | -13.2% | -3.0% | -10.1% | -12.5% |
| 3M | -3.2% | +3.3% | -6.5% | -4.3% |
| 6M | +15.2% | +9.2% | +6.0% | +12.0% |
| YTD | +2.0% | +10.6% | -8.7% | -1.4% |
| 1Y | -5.4% | +20.4% | -25.8% | -10.7% |
| 3Y | -9.1% | +121.8% | -131.0% | -28.9% |
| 5Y | -59.6% | +41.1% | -100.7% | -65.5% |
| 10Y | +26.2% | +168.5% | -142.3% | -23.8% |
| All | +54.3% | +167.7% | -113.4% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling