+152.5%
JPM vs KR
+52.3%
+100.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.6% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -2.5% | +5.1% | -7.5% | -2.7% |
| 3M | +14.1% | -8.2% | +22.3% | +14.7% |
| 6M | +25.1% | -18.0% | +43.1% | +26.4% |
| YTD | +12.1% | -4.8% | +16.9% | +11.7% |
| 1Y | +18.8% | -11.0% | +29.8% | +19.0% |
| 3Y | +163.4% | +37.7% | +125.8% | +147.0% |
| All | +152.5% | +52.3% | +100.2% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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