+210.3%
KEYS vs JAAA
+29.3%
+181.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.8% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | -1.3% | +0.5% | -1.8% | -2.1% |
| 3M | -0.1% | +1.2% | -1.4% | -2.3% |
| 6M | +17.4% | +2.7% | +14.6% | +12.0% |
| YTD | +62.9% | +3.2% | +59.7% | +54.3% |
| 1Y | +95.7% | +4.8% | +90.9% | +81.1% |
| 3Y | +150.2% | +19.0% | +131.2% | +121.9% |
| 5Y | +83.1% | +26.8% | +56.3% | +60.9% |
| All | +210.3% | +29.3% | +181.0% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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