+121.2%
KEY vs JAAA
+30.2%
+90.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | +0.5% | +0.1% | +0.4% | +0.3% |
| 30D | +6.9% | +0.4% | +6.4% | +5.7% |
| 3M | -5.0% | +1.2% | -6.2% | -7.7% |
| 6M | +0.7% | +2.3% | -1.6% | -4.8% |
| YTD | +6.5% | +3.9% | +2.5% | -3.2% |
| 1Y | +22.6% | +4.8% | +17.8% | +9.4% |
| 3Y | +125.3% | +18.5% | +106.9% | +72.8% |
| 5Y | +13.9% | +27.5% | -13.6% | -18.6% |
| All | +121.2% | +30.2% | +90.9% | +38.6% |
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 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