+170.1%
KDP vs JBL
+1,478.7%
-1,308.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.8% | -1.6% |
| 7D | -4.3% | -1.0% | -3.3% | -4.2% |
| 30D | +7.8% | -15.1% | +22.9% | +9.6% |
| 3M | -0.1% | -14.0% | +14.0% | +1.1% |
| 6M | +14.0% | +20.6% | -6.6% | +10.1% |
| YTD | +15.1% | +32.9% | -17.8% | +9.5% |
| 1Y | +18.5% | +40.5% | -22.0% | +11.5% |
| 3Y | +2.9% | +183.7% | -180.9% | -15.6% |
| 5Y | +3.0% | +388.3% | -385.4% | -25.4% |
| All | +170.1% | +1,478.7% | -1,308.6% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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