+54.3%
JNJ vs KDP
+20.0%
+34.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.7% |
| 6M | +11.3% | +15.6% | -4.3% | +8.5% |
| YTD | +31.1% | +17.3% | +13.8% | +27.7% |
| 1Y | +54.3% | +20.1% | +34.2% | +50.6% |
| All | +54.3% | +20.0% | +34.4% | +50.6% |
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 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