+12.2%
KEY vs JAAA
+27.4%
-15.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | -1.3% | +0.2% | -1.4% | -1.7% |
| 30D | +5.1% | +0.4% | +4.7% | +4.0% |
| 3M | -7.1% | +1.2% | -8.3% | -9.9% |
| 6M | -4.4% | +2.3% | -6.7% | -9.8% |
| YTD | +4.0% | +3.9% | +0.1% | -5.4% |
| 1Y | +23.4% | +4.8% | +18.6% | +9.9% |
| 3Y | +113.9% | +18.5% | +95.4% | +66.8% |
| All | +12.2% | +27.4% | -15.2% | -17.6% |
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