+1,039.6%
JPM vs KDP
+1,294.7%
-255.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -0.8% | +2.2% | -3.0% | -1.8% |
| 30D | +1.5% | +19.9% | -18.5% | -6.4% |
| 3M | -5.7% | +21.5% | -27.1% | -13.9% |
| 6M | +7.2% | +30.1% | -22.9% | -5.7% |
| YTD | +5.8% | +34.9% | -29.1% | -9.3% |
| 1Y | +8.8% | +43.4% | -34.6% | -9.4% |
| 3Y | +147.4% | +29.1% | +118.3% | +109.5% |
| 5Y | +125.3% | +15.0% | +110.3% | +99.2% |
| 10Y | +540.5% | +234.1% | +306.5% | +188.6% |
| All | +1,039.6% | +1,294.7% | -255.1% | +56.8% |
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