+51.2%
JNJ vs KDP
+41.3%
+9.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.9% | -2.1% | +2.5% |
| 7D | +1.9% | +5.3% | -3.4% | +0.8% |
| 30D | +9.2% | +19.1% | -9.9% | +5.6% |
| 3M | +8.9% | +19.2% | -10.2% | +5.2% |
| 6M | +24.6% | +29.3% | -4.7% | +18.6% |
| YTD | +35.7% | +35.5% | +0.1% | +28.6% |
| 1Y | +51.2% | +43.5% | +7.7% | +44.8% |
| All | +51.2% | +41.3% | +9.9% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 1y: compounded portfolio wealth divided by compounded KDP 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…
1y analysis · Full analysis span regression · 6 months rolling