+10,718.8%
JPM vs KEY
+1,010.6%
+9,708.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +0.8% |
| 7D | +0.4% | -0.4% | +0.8% | +0.7% |
| 30D | +2.7% | +7.2% | -4.5% | -1.2% |
| 3M | -3.8% | -4.9% | +1.1% | -1.2% |
| 6M | +14.3% | +1.1% | +13.3% | +13.4% |
| YTD | +8.2% | +6.8% | +1.4% | +4.0% |
| 1Y | +11.0% | +23.3% | -12.3% | -1.9% |
| 3Y | +152.7% | +126.1% | +26.6% | +52.2% |
| 5Y | +130.8% | +15.2% | +115.6% | +83.9% |
| 10Y | +506.0% | +113.6% | +392.4% | +209.8% |
| All | +10,718.8% | +1,010.6% | +9,708.3% | +1,309.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling