+196.5%
JNJ vs KDP
+173.4%
+23.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.5% |
| 7D | -3.0% | -1.6% | -1.4% | -2.7% |
| 30D | +2.5% | +9.5% | -7.0% | +0.8% |
| 3M | +13.2% | +2.6% | +10.6% | +12.6% |
| 6M | +11.3% | +15.6% | -4.3% | +8.2% |
| YTD | +31.1% | +17.3% | +13.8% | +27.1% |
| 1Y | +54.3% | +20.1% | +34.2% | +48.7% |
| 3Y | +81.1% | +4.9% | +76.2% | +77.8% |
| 5Y | +82.7% | +5.0% | +77.7% | +79.1% |
| 10Y | +196.5% | +179.8% | +16.7% | +176.6% |
| All | +196.5% | +173.4% | +23.1% | +176.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling