-9.7%
JD vs KEYS
+55.9%
-65.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.3% | +9.4% | +3.1% |
| 7D | +9.0% | -14.8% | +23.8% | +9.2% |
| 30D | +5.2% | -25.6% | +30.8% | +5.8% |
| 3M | -15.9% | -16.2% | +0.3% | -15.8% |
| 6M | -7.7% | -18.6% | +10.9% | -7.4% |
| YTD | +0.1% | +40.7% | -40.6% | -6.2% |
| 1Y | -9.7% | +59.6% | -69.4% | -16.9% |
| All | -9.7% | +55.9% | -65.7% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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