+8,859.6%
JNJ vs KEY
+1,006.9%
+7,852.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.5% |
| 3M | +7.8% | -5.0% | +12.8% | +8.5% |
| 6M | +28.2% | +0.7% | +27.5% | +27.9% |
| YTD | +37.9% | +6.5% | +31.4% | +36.3% |
| 1Y | +52.4% | +22.6% | +29.8% | +47.7% |
| 3Y | +107.7% | +125.3% | -17.7% | +82.3% |
| 5Y | +96.5% | +13.9% | +82.6% | +84.3% |
| 10Y | +208.3% | +105.3% | +102.9% | +152.2% |
| All | +8,859.6% | +1,006.9% | +7,852.6% | +4,219.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling