+29.6%
KEY vs JBL
+20.8%
+8.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.8% | +6.3% | +2.2% |
| 7D | +1.7% | -11.1% | +12.8% | +3.3% |
| 30D | +6.8% | -14.1% | +20.9% | +9.0% |
| 3M | -5.8% | -23.9% | +18.1% | -2.3% |
| 6M | +1.4% | -24.1% | +25.5% | +4.3% |
| YTD | +7.5% | +13.5% | -6.0% | +1.2% |
| 1Y | +29.6% | +23.7% | +5.9% | +19.4% |
| All | +29.6% | +20.8% | +8.8% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling