+271.9%
JNJ vs KEYS
+1,113.8%
-841.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.8% |
| 7D | -3.5% | +3.5% | -7.0% | -3.9% |
| 30D | +2.3% | -4.5% | +6.8% | +2.8% |
| 3M | +12.0% | -0.4% | +12.4% | +11.4% |
| 6M | +10.5% | +19.1% | -8.7% | +6.8% |
| YTD | +30.4% | +66.7% | -36.3% | +19.4% |
| 1Y | +52.1% | +96.5% | -44.3% | +35.5% |
| 3Y | +77.8% | +155.2% | -77.4% | +48.5% |
| 5Y | +82.9% | +88.0% | -5.1% | +58.9% |
| 10Y | +194.8% | +1,046.8% | -851.9% | +77.1% |
| All | +271.9% | +1,113.8% | -841.9% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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