+99.6%
JNJ vs KDP
+17.8%
+81.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.9% |
| 7D | +4.3% | +0.3% | +3.9% | +4.1% |
| 30D | +7.9% | +16.3% | -8.4% | +4.2% |
| 3M | +9.4% | +24.0% | -14.6% | +4.0% |
| 6M | +28.8% | +30.0% | -1.1% | +21.0% |
| YTD | +38.5% | +36.1% | +2.4% | +28.5% |
| 1Y | +54.6% | +46.8% | +7.8% | +40.8% |
| 3Y | +108.4% | +30.5% | +77.9% | +92.8% |
| 5Y | +99.6% | +17.9% | +81.7% | +90.9% |
| All | +99.6% | +17.8% | +81.8% | +90.9% |
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