+2,188.3%
JHX vs KEY
+146.1%
+2,042.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -0.2% | +2.9% | -3.1% | -0.9% |
| 30D | +13.1% | +8.4% | +4.7% | +10.7% |
| 3M | -10.0% | -5.8% | -4.2% | -8.4% |
| 6M | +38.9% | +5.4% | +33.5% | +37.1% |
| YTD | +34.0% | +7.1% | +26.9% | +31.8% |
| 1Y | +66.0% | +26.8% | +39.2% | +55.7% |
| 3Y | -6.2% | +128.7% | -134.9% | -26.2% |
| 5Y | -31.6% | +13.6% | -45.2% | -37.3% |
| 10Y | +116.6% | +99.7% | +16.9% | +61.7% |
| All | +2,188.3% | +146.1% | +2,042.2% | +1,302.3% |
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