+21.4%
JPM vs KEY
+18.3%
+3.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | -0.4% | -0.3% | -0.1% | -0.2% |
| 30D | -1.4% | -3.3% | +1.9% | +0.4% |
| 3M | +13.9% | -0.7% | +14.7% | +14.3% |
| 6M | +23.5% | +12.5% | +11.0% | +16.4% |
| YTD | +11.6% | +8.4% | +3.2% | +8.2% |
| 1Y | +21.4% | +18.4% | +2.9% | +15.4% |
| All | +21.4% | +18.3% | +3.1% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling