+2,401.5%
JHX vs KEY
+154.3%
+2,247.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +1.5% | +2.2% | -0.7% | +0.9% |
| 30D | +7.2% | -3.0% | +10.2% | +8.1% |
| 3M | +29.9% | +3.3% | +26.6% | +28.8% |
| 6M | +35.4% | +9.2% | +26.2% | +32.4% |
| YTD | +46.5% | +10.6% | +35.8% | +42.6% |
| 1Y | +55.5% | +20.4% | +35.1% | +47.7% |
| 3Y | -0.4% | +121.8% | -122.3% | -21.2% |
| 5Y | -23.3% | +41.1% | -64.4% | -33.8% |
| 10Y | +111.1% | +168.5% | -57.4% | +46.5% |
| All | +2,401.5% | +154.3% | +2,247.2% | +1,417.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling