-45.3%
KEEL vs JAAA
+4.8%
-50.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -13.6% | +0.2% | -13.7% | -15.8% |
| 30D | -39.1% | +0.4% | -39.6% | -43.6% |
| 3M | -48.9% | +1.2% | -50.1% | -58.3% |
| 6M | -35.4% | +2.3% | -37.7% | -58.8% |
| YTD | -10.6% | +3.9% | -14.5% | -50.9% |
| 1Y | -45.3% | +4.8% | -50.1% | -69.7% |
| All | -45.3% | +4.8% | -50.1% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 1y: compounded portfolio wealth divided by compounded JAAA 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…
1y analysis · Full analysis span regression · 6 months rolling