+21.3%
JD vs KEYS
+1,086.4%
-1,065.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -2.2% |
| 7D | -3.0% | +2.9% | -5.9% | -4.1% |
| 30D | -19.3% | -1.3% | -18.0% | -19.3% |
| 3M | -6.0% | -0.1% | -5.9% | -7.7% |
| 6M | +1.8% | +17.4% | -15.6% | -7.5% |
| YTD | -2.6% | +62.9% | -65.5% | -25.2% |
| 1Y | -17.4% | +95.7% | -113.2% | -42.3% |
| 3Y | -8.6% | +150.2% | -158.8% | -45.3% |
| 5Y | -61.6% | +83.1% | -144.7% | -73.8% |
| 10Y | +16.9% | +1,020.9% | -1,004.1% | -61.6% |
| All | +21.3% | +1,086.4% | -1,065.1% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling