+210.7%
JNJ vs KDP
+264.7%
-54.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.5% |
| 7D | +1.5% | +4.0% | -2.5% | +0.7% |
| 30D | +6.3% | +16.8% | -10.5% | +3.3% |
| 3M | +8.5% | +32.0% | -23.6% | +3.0% |
| 6M | +28.0% | +35.2% | -7.2% | +20.9% |
| YTD | +37.7% | +40.9% | -3.2% | +28.9% |
| 1Y | +47.9% | +47.7% | +0.3% | +37.3% |
| 3Y | +107.4% | +34.8% | +72.6% | +94.4% |
| 5Y | +97.7% | +22.6% | +75.1% | +88.1% |
| 10Y | +210.7% | +266.4% | -55.8% | +177.8% |
| All | +210.7% | +264.7% | -54.1% | +177.8% |
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 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