+1,395.7%
KEEL vs JAAA
+29.3%
+1,366.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.3% | -7.2% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +4.6% | +0.4% | +4.1% | +3.8% |
| 3M | -34.5% | +1.2% | -35.7% | -35.8% |
| 6M | +59.3% | +2.7% | +56.6% | +52.4% |
| YTD | +46.4% | +3.2% | +43.2% | +39.5% |
| 1Y | +96.6% | +4.8% | +91.7% | +83.9% |
| 3Y | +182.0% | +19.0% | +163.0% | +167.1% |
| 5Y | -38.2% | +26.8% | -65.0% | -42.9% |
| All | +1,395.7% | +29.3% | +1,366.4% | +1,358.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling