+592.1%
JPM vs KDP
+173.4%
+418.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.7% |
| 7D | -0.4% | -1.6% | +1.1% | -0.1% |
| 30D | -1.4% | +9.5% | -10.9% | -3.6% |
| 3M | +13.9% | +2.6% | +11.3% | +12.8% |
| 6M | +23.5% | +15.6% | +7.9% | +18.5% |
| YTD | +11.6% | +17.3% | -5.7% | +6.4% |
| 1Y | +21.4% | +20.1% | +1.3% | +14.5% |
| 3Y | +163.4% | +4.9% | +158.5% | +154.4% |
| 5Y | +152.5% | +5.0% | +147.5% | +142.9% |
| 10Y | +592.1% | +179.8% | +412.4% | +509.4% |
| All | +592.1% | +173.4% | +418.7% | +509.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling