+12.2%
KEY vs JBL
+270.2%
-258.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.9% |
| 7D | -1.3% | -12.3% | +11.1% | +2.9% |
| 30D | +5.1% | -20.2% | +25.3% | +12.6% |
| 3M | -7.1% | -30.6% | +23.5% | +3.6% |
| 6M | -4.4% | -35.8% | +31.4% | +8.2% |
| YTD | +4.0% | +4.9% | -0.9% | -4.0% |
| 1Y | +23.4% | +11.3% | +12.1% | +10.9% |
| 3Y | +113.9% | +89.1% | +24.8% | +43.9% |
| All | +12.2% | +270.2% | -258.0% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling