-67.7%
JKS vs SPY
+79.8%
-147.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.3% |
| 7D | -4.2% | -2.0% | -2.2% | -1.6% |
| 30D | -29.9% | -1.7% | -28.3% | -28.4% |
| 3M | -27.5% | +4.7% | -32.2% | -31.6% |
| 6M | -50.1% | +12.5% | -62.6% | -56.8% |
| YTD | -51.0% | +11.7% | -62.7% | -57.0% |
| 1Y | -47.9% | +17.5% | -65.4% | -56.9% |
| 3Y | -47.7% | +76.6% | -124.2% | -75.0% |
| 5Y | -67.7% | +82.0% | -149.7% | -83.6% |
| All | -67.7% | +79.8% | -147.4% | -83.6% |
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