-61.5%
JD vs KEYS
+87.1%
-148.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.8% | -1.3% |
| 7D | -4.2% | +3.5% | -7.7% | -5.4% |
| 30D | -14.4% | -4.5% | -9.9% | -13.3% |
| 3M | -3.6% | -0.4% | -3.2% | -4.9% |
| 6M | -0.3% | +19.1% | -19.4% | -9.2% |
| YTD | -2.4% | +66.7% | -69.0% | -24.9% |
| 1Y | -18.5% | +96.5% | -115.0% | -42.6% |
| 3Y | -7.0% | +155.2% | -162.2% | -45.8% |
| All | -61.5% | +87.1% | -148.6% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling