+169.3%
KEY vs JBL
+1,455.1%
-1,285.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -0.3% | +4.0% | -4.3% | -2.3% |
| 30D | -3.3% | -7.5% | +4.2% | 0.0% |
| 3M | -0.7% | -14.1% | +13.3% | +4.9% |
| 6M | +12.5% | +25.9% | -13.4% | -4.5% |
| YTD | +8.4% | +36.7% | -28.3% | -12.8% |
| 1Y | +18.4% | +49.0% | -30.5% | -10.7% |
| 3Y | +123.3% | +191.8% | -68.4% | +4.0% |
| 5Y | +38.8% | +409.8% | -371.0% | -56.7% |
| 10Y | +169.3% | +1,509.2% | -1,339.9% | -54.5% |
| All | +169.3% | +1,455.1% | -1,285.8% | -54.5% |
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