+80.0%
JNJ vs KDP
+6.3%
+73.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -0.8% | +2.1% | -2.8% | -1.2% |
| 30D | +4.3% | +8.5% | -4.1% | +2.3% |
| 3M | +16.5% | +6.6% | +9.9% | +14.6% |
| 6M | +13.1% | +17.1% | -3.9% | +8.9% |
| YTD | +32.1% | +19.0% | +13.1% | +26.5% |
| 1Y | +54.5% | +21.8% | +32.7% | +46.8% |
| 3Y | +82.5% | +6.4% | +76.1% | +78.2% |
| 5Y | +80.0% | +5.1% | +74.9% | +76.5% |
| All | +80.0% | +6.3% | +73.8% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling