+96.5%
KR vs JAAA
+29.4%
+67.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.2% | +0.1% | -0.2% | -0.2% |
| 30D | +5.1% | +0.5% | +4.5% | +4.8% |
| 3M | -8.2% | +1.3% | -9.4% | -8.6% |
| 6M | -18.0% | +2.8% | -20.8% | -18.9% |
| YTD | -4.8% | +3.3% | -8.0% | -6.1% |
| 1Y | -11.0% | +4.9% | -16.0% | -13.0% |
| 3Y | +37.7% | +19.0% | +18.7% | +21.3% |
| 5Y | +52.8% | +26.9% | +25.9% | +23.0% |
| All | +96.5% | +29.4% | +67.1% | +47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling