+208.3%
JNJ vs KEY
+109.2%
+99.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +5.5% | +0.5% | +5.0% | +5.4% |
| 30D | +7.4% | +6.9% | +0.5% | +6.6% |
| 3M | +7.8% | -5.0% | +12.8% | +8.4% |
| 6M | +28.2% | +0.7% | +27.5% | +28.0% |
| YTD | +37.9% | +6.5% | +31.4% | +36.5% |
| 1Y | +52.4% | +22.6% | +29.8% | +48.4% |
| 3Y | +107.7% | +125.3% | -17.7% | +84.8% |
| 5Y | +96.5% | +13.9% | +82.6% | +88.0% |
| 10Y | +208.3% | +105.3% | +102.9% | +168.5% |
| All | +208.3% | +109.2% | +99.1% | +168.5% |
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