+339.8%
KEY vs JBL
+32,800.8%
-32,461.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | -1.3% | -12.3% | +11.1% | +1.4% |
| 30D | +5.1% | -20.2% | +25.3% | +9.9% |
| 3M | -7.1% | -30.6% | +23.5% | -0.4% |
| 6M | -4.4% | -35.8% | +31.4% | +3.5% |
| YTD | +4.0% | +4.9% | -0.9% | +0.7% |
| 1Y | +23.4% | +11.3% | +12.1% | +17.8% |
| 3Y | +113.9% | +89.1% | +24.8% | +78.7% |
| 5Y | +12.3% | +272.1% | -259.7% | -19.0% |
| 10Y | +125.5% | +1,150.2% | -1,024.7% | +30.4% |
| All | +339.8% | +32,800.8% | -32,461.0% | +111.8% |
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