+80.0%
JNJ vs KEY
+39.4%
+40.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -2.1% |
| 7D | -0.8% | +2.7% | -3.5% | -0.9% |
| 30D | +4.3% | -3.2% | +7.5% | +4.5% |
| 3M | +16.5% | +1.0% | +15.5% | +16.4% |
| 6M | +13.1% | +11.9% | +1.3% | +12.4% |
| YTD | +32.1% | +8.7% | +23.4% | +31.3% |
| 1Y | +54.5% | +18.5% | +36.0% | +52.7% |
| 3Y | +82.5% | +124.0% | -41.4% | +72.1% |
| 5Y | +80.0% | +40.8% | +39.2% | +77.1% |
| All | +80.0% | +39.4% | +40.6% | +77.1% |
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 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