+196.5%
JNJ vs KEY
+167.1%
+29.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -3.0% | -0.3% | -2.6% | -2.9% |
| 30D | +2.5% | -3.3% | +5.8% | +2.9% |
| 3M | +13.2% | -0.7% | +14.0% | +13.3% |
| 6M | +11.3% | +12.5% | -1.2% | +9.7% |
| YTD | +31.1% | +8.4% | +22.7% | +29.6% |
| 1Y | +54.3% | +18.4% | +35.9% | +50.8% |
| 3Y | +81.1% | +123.3% | -42.2% | +61.1% |
| 5Y | +82.7% | +38.8% | +43.9% | +69.3% |
| 10Y | +196.5% | +169.3% | +27.2% | +137.3% |
| All | +196.5% | +167.1% | +29.4% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling