+231.0%
JHX vs KEYS
+1,113.8%
-882.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | -0.8% |
| 7D | -6.3% | +3.5% | -9.8% | -7.8% |
| 30D | -7.7% | -4.5% | -3.3% | -6.1% |
| 3M | +19.2% | -0.4% | +19.6% | +17.5% |
| 6M | +38.3% | +19.1% | +19.1% | +25.0% |
| YTD | +37.2% | +66.7% | -29.5% | +4.0% |
| 1Y | +42.3% | +96.5% | -54.2% | -1.4% |
| 3Y | -4.4% | +155.2% | -159.6% | -42.2% |
| 5Y | -26.4% | +88.0% | -114.4% | -49.6% |
| 10Y | +106.3% | +1,046.8% | -940.5% | -27.3% |
| All | +231.0% | +1,113.8% | -882.7% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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