+95.0%
JNJ vs KEY
+11.7%
+83.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.5% |
| 7D | +1.1% | -1.3% | +2.4% | +1.2% |
| 30D | +6.9% | +5.1% | +1.7% | +6.6% |
| 3M | +8.0% | -7.1% | +15.1% | +8.4% |
| 6M | +24.3% | -4.4% | +28.7% | +24.5% |
| YTD | +35.6% | +4.0% | +31.6% | +35.1% |
| 1Y | +51.1% | +23.4% | +27.7% | +48.9% |
| 3Y | +98.3% | +113.9% | -15.6% | +87.4% |
| All | +95.0% | +11.7% | +83.3% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling