+75.0%
KEEL vs JAAA
+4.9%
+70.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +2.5% |
| 7D | +2.9% | +0.1% | +2.8% | +1.6% |
| 30D | +0.8% | +0.5% | +0.3% | -7.4% |
| 3M | -35.3% | +1.3% | -36.6% | -48.4% |
| 6M | +59.4% | +2.8% | +56.6% | -6.8% |
| YTD | +51.9% | +3.3% | +48.7% | -11.3% |
| 1Y | +75.0% | +4.9% | +70.1% | +1.5% |
| All | +75.0% | +4.9% | +70.1% | +1.5% |
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