+352.2%
KEY vs JBL
+35,525.4%
-35,173.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.2% | -0.3% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +6.7% | -17.0% | +23.7% | +10.6% |
| 3M | -4.6% | -27.4% | +22.8% | +1.3% |
| 6M | +2.6% | -29.1% | +31.7% | +8.7% |
| YTD | +7.0% | +13.6% | -6.7% | +1.8% |
| 1Y | +23.5% | +22.8% | +0.7% | +15.4% |
| 3Y | +126.4% | +103.0% | +23.4% | +86.3% |
| 5Y | +13.0% | +307.4% | -294.3% | -20.0% |
| 10Y | +99.5% | +1,173.9% | -1,074.4% | +14.5% |
| All | +352.2% | +35,525.4% | -35,173.2% | +114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling