+124.0%
JPM vs KEY
+11.7%
+112.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -0.8% | -1.3% | +0.5% | -0.2% |
| 30D | +1.5% | +5.1% | -3.7% | -0.5% |
| 3M | -5.7% | -7.1% | +1.5% | -2.9% |
| 6M | +7.2% | -4.4% | +11.6% | +9.1% |
| YTD | +5.8% | +4.0% | +1.8% | +4.2% |
| 1Y | +8.8% | +23.4% | -14.6% | +0.3% |
| 3Y | +147.4% | +113.9% | +33.5% | +86.2% |
| All | +124.0% | +11.7% | +112.3% | +119.1% |
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