+22.6%
KDP vs JAAA
+27.4%
-4.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.4% |
| 3M | +32.0% | +1.2% | +30.8% | +30.9% |
| 6M | +35.2% | +2.3% | +32.8% | +32.9% |
| YTD | +40.9% | +4.0% | +37.0% | +37.0% |
| 1Y | +47.7% | +4.8% | +42.9% | +42.7% |
| 3Y | +34.8% | +18.5% | +16.3% | +21.0% |
| 5Y | +22.6% | +27.5% | -4.9% | +4.2% |
| All | +22.6% | +27.4% | -4.7% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling