+1,065.5%
JPM vs KDP
+1,331.3%
-265.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.8% |
| 7D | +1.2% | +8.2% | -7.0% | -2.2% |
| 30D | +2.7% | +18.4% | -15.6% | -4.7% |
| 3M | -4.5% | +29.2% | -33.7% | -15.1% |
| 6M | +14.3% | +32.3% | -18.0% | -0.2% |
| YTD | +8.2% | +38.5% | -30.3% | -8.3% |
| 1Y | +10.0% | +48.5% | -38.5% | -9.8% |
| 3Y | +149.0% | +32.5% | +116.5% | +108.4% |
| 5Y | +131.0% | +19.7% | +111.4% | +100.5% |
| 10Y | +479.1% | +256.4% | +222.7% | +152.4% |
| All | +1,065.5% | +1,331.3% | -265.8% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling