-35.3%
KEEL vs JAAA
+26.5%
-61.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.6% |
| 7D | +2.9% | +0.1% | +2.8% | +2.7% |
| 30D | +0.8% | +0.5% | +0.3% | -0.4% |
| 3M | -35.3% | +1.3% | -36.6% | -37.3% |
| 6M | +59.4% | +2.8% | +56.6% | +49.0% |
| YTD | +51.9% | +3.3% | +48.7% | +41.0% |
| 1Y | +75.0% | +4.9% | +70.1% | +57.6% |
| 3Y | +224.5% | +19.0% | +205.6% | +170.3% |
| All | -35.3% | +26.5% | -61.8% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling