+84.2%
JNJ vs KR
+52.3%
+31.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.7% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | +2.3% | +5.1% | -2.7% | +1.6% |
| 3M | +12.0% | -8.2% | +20.1% | +13.1% |
| 6M | +10.5% | -18.0% | +28.5% | +12.9% |
| YTD | +30.4% | -4.8% | +35.2% | +30.7% |
| 1Y | +52.1% | -11.0% | +63.2% | +53.7% |
| 3Y | +77.8% | +37.7% | +40.1% | +70.3% |
| All | +84.2% | +52.3% | +31.9% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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