-28.0%
JOBY vs KEYS
+87.1%
-115.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | -1.8% |
| 7D | -5.2% | +3.5% | -8.7% | -7.7% |
| 30D | -19.7% | -4.5% | -15.2% | -17.2% |
| 3M | -31.7% | -0.4% | -31.3% | -32.6% |
| 6M | -37.5% | +19.1% | -56.7% | -46.7% |
| YTD | -51.6% | +66.7% | -118.3% | -70.0% |
| 1Y | -53.3% | +96.5% | -149.8% | -75.0% |
| 3Y | -12.2% | +155.2% | -167.4% | -63.9% |
| All | -28.0% | +87.1% | -115.1% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling