+125.2%
KEY vs JAAA
+29.3%
+95.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.6% |
| 30D | -3.3% | +0.5% | -3.7% | -4.4% |
| 3M | -0.7% | +1.2% | -2.0% | -3.8% |
| 6M | +12.5% | +2.7% | +9.8% | +5.3% |
| YTD | +8.4% | +3.2% | +5.2% | +0.4% |
| 1Y | +18.4% | +4.8% | +13.6% | +5.8% |
| 3Y | +123.3% | +19.0% | +104.3% | +72.7% |
| 5Y | +38.8% | +26.8% | +12.0% | +0.5% |
| All | +125.2% | +29.3% | +95.9% | +43.7% |
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