-51.6%
JOBY vs KEY
+99.7%
-151.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.2% |
| 7D | -14.3% | +2.9% | -17.3% | -15.5% |
| 30D | +10.2% | +8.4% | +1.8% | +5.7% |
| 3M | -38.5% | -5.8% | -32.7% | -36.8% |
| 6M | -54.1% | +5.4% | -59.5% | -55.6% |
| YTD | -61.5% | +7.1% | -68.6% | -63.0% |
| 1Y | -65.7% | +26.8% | -92.5% | -69.7% |
| 3Y | -7.0% | +128.7% | -135.7% | -35.0% |
| 5Y | -44.2% | +13.6% | -57.8% | -50.0% |
| All | -51.6% | +99.7% | -151.4% | -60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling