-2.9%
JHX vs KEY
+121.2%
-124.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +1.6% | -0.3% | +1.9% | +1.8% |
| 30D | -5.0% | -3.3% | -1.7% | -3.5% |
| 3M | +24.5% | -0.7% | +25.2% | +24.9% |
| 6M | +34.9% | +12.5% | +22.4% | +28.5% |
| YTD | +39.3% | +8.4% | +30.9% | +34.4% |
| 1Y | +48.6% | +18.4% | +30.1% | +37.6% |
| All | -2.9% | +121.2% | -124.1% | -34.1% |
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