+33.5%
KDP vs JAAA
+18.5%
+15.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.7% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | +16.8% | +0.4% | +16.4% | +16.3% |
| 3M | +32.0% | +1.2% | +30.8% | +30.6% |
| 6M | +35.2% | +2.3% | +32.8% | +32.4% |
| YTD | +40.9% | +4.0% | +37.0% | +36.2% |
| 1Y | +47.7% | +4.8% | +42.9% | +41.7% |
| All | +33.5% | +18.5% | +15.0% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling