+1,452.2%
KEEL vs JAAA
+29.4%
+1,422.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.7% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +0.8% | +0.5% | +0.3% | 0.0% |
| 3M | -35.3% | +1.3% | -36.6% | -36.7% |
| 6M | +59.4% | +2.8% | +56.6% | +52.2% |
| YTD | +51.9% | +3.3% | +48.7% | +44.5% |
| 1Y | +75.0% | +4.9% | +70.1% | +63.5% |
| 3Y | +224.5% | +19.0% | +205.6% | +207.0% |
| 5Y | -35.9% | +26.9% | -62.8% | -40.8% |
| All | +1,452.2% | +29.4% | +1,422.8% | +1,411.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling