+42.3%
JHX vs KEEL
+89.9%
-47.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +0.7% |
| 7D | -6.3% | +2.9% | -9.2% | -6.6% |
| 30D | -7.7% | +0.8% | -8.6% | -8.1% |
| 3M | +19.2% | -35.3% | +54.5% | +22.0% |
| 6M | +38.3% | +59.4% | -21.1% | +29.7% |
| YTD | +37.2% | +51.9% | -14.7% | +28.2% |
| 1Y | +42.3% | +75.0% | -32.7% | +50.5% |
| All | +42.3% | +89.9% | -47.6% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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