+152.8%
JPM vs KDP
+6.3%
+146.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.4% | +2.1% | -2.5% | -0.7% |
| 30D | -1.1% | +8.5% | -9.6% | -2.5% |
| 3M | +14.1% | +6.6% | +7.5% | +12.6% |
| 6M | +23.3% | +17.1% | +6.2% | +19.4% |
| YTD | +11.3% | +19.0% | -7.8% | +7.1% |
| 1Y | +23.0% | +21.8% | +1.2% | +17.5% |
| 3Y | +162.6% | +6.4% | +156.1% | +155.8% |
| 5Y | +152.8% | +5.1% | +147.6% | +147.9% |
| All | +152.8% | +6.3% | +146.5% | +147.9% |
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