+147.4%
JPM vs KDP
+28.7%
+118.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -0.8% | +2.2% | -3.0% | -1.0% |
| 30D | +1.5% | +19.9% | -18.5% | +0.3% |
| 3M | -5.7% | +21.5% | -27.1% | -6.8% |
| 6M | +7.2% | +30.1% | -22.9% | +5.2% |
| YTD | +5.8% | +34.9% | -29.1% | +3.2% |
| 1Y | +8.8% | +43.4% | -34.6% | +5.3% |
| 3Y | +147.4% | +29.1% | +118.3% | +141.4% |
| All | +147.4% | +28.7% | +118.7% | +141.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling