+49.6%
JNJ vs KEY
+25.9%
+23.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | +3.5% | +2.9% | +0.5% | +3.3% |
| 30D | +12.5% | +8.4% | +4.1% | +12.6% |
| 3M | +9.6% | -5.8% | +15.3% | +8.9% |
| 6M | +25.3% | +5.4% | +19.9% | +25.3% |
| YTD | +40.3% | +7.1% | +33.2% | +40.1% |
| 1Y | +49.6% | +26.8% | +22.8% | +52.1% |
| All | +49.6% | +25.9% | +23.7% | +52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling