+583.6%
JPM vs KEY
+167.0%
+416.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.5% |
| 7D | -0.4% | +2.7% | -3.1% | -1.8% |
| 30D | -1.1% | -3.2% | +2.1% | +0.5% |
| 3M | +14.1% | +1.0% | +13.2% | +13.5% |
| 6M | +23.3% | +11.9% | +11.4% | +16.2% |
| YTD | +11.3% | +8.7% | +2.6% | +6.4% |
| 1Y | +23.0% | +18.5% | +4.5% | +11.9% |
| 3Y | +162.6% | +124.0% | +38.6% | +64.3% |
| 5Y | +152.8% | +40.8% | +111.9% | +88.3% |
| 10Y | +583.6% | +167.0% | +416.6% | +237.6% |
| All | +583.6% | +167.0% | +416.6% | +237.6% |
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