+11,186.3%
JPM vs KEY
+1,050.5%
+10,135.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | +0.3% | +2.2% | -1.9% | -1.0% |
| 30D | -0.2% | -3.0% | +2.9% | +1.5% |
| 3M | +15.9% | +3.3% | +12.5% | +13.6% |
| 6M | +20.9% | +9.2% | +11.8% | +15.0% |
| YTD | +12.9% | +10.6% | +2.2% | +6.4% |
| 1Y | +20.3% | +20.4% | -0.1% | +7.6% |
| 3Y | +160.9% | +121.8% | +39.1% | +57.4% |
| 5Y | +154.8% | +41.1% | +113.7% | +80.4% |
| 10Y | +591.1% | +168.5% | +422.6% | +209.0% |
| All | +11,186.3% | +1,050.5% | +10,135.7% | +1,342.9% |
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