+155.3%
JPM vs KEY
+40.7%
+114.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | +0.3% | +2.2% | -1.9% | -0.6% |
| 30D | -0.2% | -3.0% | +2.9% | +1.0% |
| 3M | +15.9% | +3.3% | +12.5% | +14.3% |
| 6M | +20.9% | +9.2% | +11.8% | +16.8% |
| YTD | +12.9% | +10.6% | +2.2% | +8.5% |
| 1Y | +20.3% | +20.4% | -0.1% | +11.6% |
| 3Y | +160.9% | +121.8% | +39.1% | +91.4% |
| All | +155.3% | +40.7% | +114.6% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling