+752.4%
JPM vs KEYS
+1,067.2%
-314.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | -2.3% | +0.9% | -3.3% | -2.7% |
| 30D | -2.3% | -5.3% | +2.9% | -0.8% |
| 3M | +14.9% | +0.5% | +14.4% | +13.3% |
| 6M | +23.6% | +14.0% | +9.6% | +16.0% |
| YTD | +11.3% | +60.3% | -49.0% | -9.3% |
| 1Y | +19.9% | +91.3% | -71.4% | -9.1% |
| 3Y | +162.6% | +146.1% | +16.4% | +75.6% |
| 5Y | +154.6% | +80.8% | +73.8% | +86.7% |
| 10Y | +589.9% | +1,002.8% | -412.9% | +152.6% |
| All | +752.4% | +1,067.2% | -314.8% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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