+146.7%
JNJ vs KEEL
+294.5%
-147.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.3% |
| 7D | -3.5% | +2.9% | -6.4% | -3.5% |
| 30D | +2.3% | +0.8% | +1.5% | +2.3% |
| 3M | +12.0% | -35.3% | +47.3% | +12.0% |
| 6M | +10.5% | +59.4% | -48.9% | +10.4% |
| YTD | +30.4% | +51.9% | -21.5% | +30.3% |
| 1Y | +52.1% | +75.0% | -22.9% | +51.9% |
| 3Y | +77.8% | +224.5% | -146.7% | +76.8% |
| 5Y | +82.9% | -35.9% | +118.8% | +82.3% |
| All | +146.7% | +294.5% | -147.7% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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