+16,485.0%
JKHY vs SPY
+3,067.3%
+13,417.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.9% |
| 7D | -2.7% | -0.8% | -2.0% | -2.1% |
| 30D | +6.2% | -1.1% | +7.2% | +7.1% |
| 3M | +28.4% | +3.9% | +24.5% | +24.1% |
| 6M | -2.7% | +13.6% | -16.3% | -13.2% |
| YTD | -10.7% | +12.7% | -23.3% | -19.9% |
| 1Y | +1.3% | +17.5% | -16.2% | -12.5% |
| 3Y | +10.9% | +76.9% | -66.0% | -33.9% |
| 5Y | +1.7% | +83.6% | -81.9% | -42.2% |
| 10Y | +111.2% | +320.7% | -209.5% | -43.6% |
| All | +16,485.0% | +3,067.3% | +13,417.7% | +765.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling