+10,478.8%
JPM vs KEY
+981.5%
+9,497.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -0.8% | -1.3% | +0.5% | 0.0% |
| 30D | +1.5% | +5.1% | -3.7% | -1.4% |
| 3M | -5.7% | -7.1% | +1.5% | -1.8% |
| 6M | +7.2% | -4.4% | +11.6% | +9.7% |
| YTD | +5.8% | +4.0% | +1.8% | +3.2% |
| 1Y | +8.8% | +23.4% | -14.6% | -3.9% |
| 3Y | +147.4% | +113.9% | +33.5% | +53.7% |
| 5Y | +125.3% | +12.3% | +113.0% | +82.1% |
| 10Y | +540.5% | +125.5% | +415.1% | +217.3% |
| All | +10,478.8% | +981.5% | +9,497.2% | +1,299.1% |
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 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