+24.6%
KDP vs JAAA
+29.3%
-4.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | +7.8% | +0.4% | +7.4% | +7.5% |
| 3M | -0.1% | +1.2% | -1.3% | -0.9% |
| 6M | +14.0% | +2.7% | +11.3% | +11.8% |
| YTD | +15.1% | +3.2% | +11.9% | +12.5% |
| 1Y | +18.5% | +4.8% | +13.7% | +14.5% |
| 3Y | +2.9% | +19.0% | -16.1% | -8.3% |
| 5Y | +3.0% | +26.8% | -23.8% | -12.4% |
| All | +24.6% | +29.3% | -4.7% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling