+41.7%
JKS vs SPY
+792.8%
-751.1%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.1% |
| 7D | -11.5% | +0.1% | -11.6% | -11.7% |
| 30D | -24.1% | +0.1% | -24.1% | -24.1% |
| 3M | -41.1% | +2.0% | -43.1% | -42.6% |
| 6M | -46.2% | +13.0% | -59.2% | -55.5% |
| YTD | -49.7% | +13.5% | -63.2% | -58.6% |
| 1Y | -46.5% | +20.0% | -66.4% | -59.4% |
| 3Y | -54.7% | +77.2% | -131.9% | -82.3% |
| 5Y | -69.7% | +81.9% | -151.5% | -88.5% |
| 10Y | -15.4% | +314.1% | -329.4% | -92.7% |
| All | +41.7% | +792.8% | -751.1% | -96.5% |
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 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