-28.0%
JOBY vs KEEL
-34.6%
+6.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +0.3% |
| 7D | -5.2% | +2.9% | -8.1% | -6.0% |
| 30D | -19.7% | +0.8% | -20.6% | -20.8% |
| 3M | -31.7% | -35.3% | +3.6% | -25.6% |
| 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% | -63.7% |
| 3Y | -12.2% | +224.5% | -236.8% | -51.4% |
| All | -28.0% | -34.6% | +6.6% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling