+8,374.5%
JNJ vs KR
+4,483.4%
+3,891.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.5% |
| 3M | +12.0% | -8.2% | +20.1% | +13.5% |
| 6M | +10.5% | -18.0% | +28.5% | +13.9% |
| YTD | +30.4% | -4.8% | +35.2% | +30.9% |
| 1Y | +52.1% | -11.0% | +63.2% | +54.3% |
| 3Y | +77.8% | +37.7% | +40.1% | +66.2% |
| 5Y | +82.9% | +52.8% | +30.1% | +65.7% |
| 10Y | +194.8% | +128.8% | +66.0% | +140.1% |
| All | +8,374.5% | +4,483.4% | +3,891.1% | +3,546.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling