-7.2%
JD vs KEYS
+144.6%
-151.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -2.6% | +0.9% | -3.5% | -2.8% |
| 30D | -15.4% | -5.3% | -10.1% | -14.5% |
| 3M | -5.0% | +0.5% | -5.5% | -6.2% |
| 6M | +0.9% | +14.0% | -13.1% | -4.0% |
| YTD | -2.5% | +60.3% | -62.8% | -17.7% |
| 1Y | -16.0% | +91.3% | -107.3% | -33.8% |
| All | -7.2% | +144.6% | -151.7% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling