+101.6%
JHX vs KEY
+172.4%
-70.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -6.3% | -1.5% | -4.8% | -5.7% |
| 30D | -7.7% | -3.7% | -4.1% | -6.4% |
| 3M | +19.2% | -1.3% | +20.4% | +19.7% |
| 6M | +38.3% | +13.3% | +24.9% | +32.3% |
| YTD | +37.2% | +9.0% | +28.3% | +33.0% |
| 1Y | +42.3% | +18.7% | +23.6% | +33.2% |
| 3Y | -4.4% | +125.3% | -129.7% | -31.3% |
| 5Y | -26.4% | +40.2% | -66.6% | -39.6% |
| All | +101.6% | +172.4% | -70.8% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling