-12.2%
JOBY vs KEEL
+197.5%
-209.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +0.2% |
| 7D | -5.2% | +2.9% | -8.1% | -6.0% |
| 30D | -19.7% | +0.8% | -20.6% | -20.9% |
| 3M | -31.7% | -35.3% | +3.6% | -25.5% |
| 6M | -37.5% | +59.4% | -96.9% | -47.1% |
| YTD | -51.6% | +51.9% | -103.5% | -58.9% |
| 1Y | -53.3% | +75.0% | -128.3% | -63.4% |
| 3Y | -12.2% | +224.5% | -236.8% | -49.6% |
| All | -12.2% | +197.5% | -209.7% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 3y: compounded portfolio wealth divided by compounded KEEL 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…
3y analysis · Full analysis span regression · 6 months rolling