+122.4%
KEY vs JAAA
+30.3%
+92.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.5% |
| 7D | +2.9% | +0.1% | +2.8% | +2.7% |
| 30D | +8.4% | +0.4% | +8.0% | +7.3% |
| 3M | -5.8% | +1.2% | -7.0% | -8.5% |
| 6M | +5.4% | +2.3% | +3.1% | -0.4% |
| YTD | +7.1% | +4.0% | +3.1% | -2.8% |
| 1Y | +26.8% | +4.8% | +22.0% | +13.1% |
| 3Y | +128.7% | +18.4% | +110.3% | +75.2% |
| 5Y | +13.6% | +27.5% | -13.9% | -18.9% |
| All | +122.4% | +30.3% | +92.1% | +39.2% |
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