-6.2%
JHX vs KEY
+127.6%
-133.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | -0.2% | +2.9% | -3.1% | -1.5% |
| 30D | +13.1% | +8.4% | +4.7% | +8.9% |
| 3M | -10.0% | -5.8% | -4.2% | -7.4% |
| 6M | +38.9% | +5.4% | +33.5% | +35.7% |
| YTD | +34.0% | +7.1% | +26.9% | +30.0% |
| 1Y | +66.0% | +26.8% | +39.2% | +49.7% |
| 3Y | -6.2% | +128.7% | -134.9% | -34.0% |
| All | -6.2% | +127.6% | -133.9% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling