+2.1%
JKHY vs SPY
+82.3%
-80.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.6% |
| 7D | -2.7% | -0.8% | -2.0% | -2.4% |
| 30D | +6.2% | -1.1% | +7.2% | +6.7% |
| 3M | +28.4% | +3.9% | +24.5% | +25.8% |
| 6M | -2.7% | +13.6% | -16.3% | -9.5% |
| YTD | -10.7% | +12.7% | -23.3% | -16.5% |
| 1Y | +1.3% | +17.5% | -16.2% | -7.7% |
| 3Y | +10.9% | +76.9% | -66.0% | -23.2% |
| All | +2.1% | +82.3% | -80.2% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling