+94.2%
KEY vs JBL
+1,148.2%
-1,054.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.7% |
| 7D | +2.9% | +6.3% | -3.4% | -0.2% |
| 30D | +8.4% | -13.5% | +21.9% | +15.4% |
| 3M | -5.8% | -31.3% | +25.6% | +10.9% |
| 6M | +5.4% | -28.4% | +33.9% | +19.0% |
| YTD | +7.1% | +11.6% | -4.5% | -6.9% |
| 1Y | +26.8% | +26.1% | +0.7% | +2.8% |
| 3Y | +128.7% | +97.4% | +31.3% | +31.4% |
| 5Y | +13.6% | +301.0% | -287.4% | -60.7% |
| All | +94.2% | +1,148.2% | -1,054.0% | -63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling