+247.9%
KDP vs JBL
+1,148.2%
-900.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +2.8% |
| 7D | -0.8% | +6.3% | -7.1% | -1.4% |
| 30D | +9.7% | -13.5% | +23.2% | +11.1% |
| 3M | +17.6% | -31.3% | +49.0% | +21.9% |
| 6M | +25.8% | -28.4% | +54.2% | +29.2% |
| YTD | +33.9% | +11.6% | +22.3% | +29.2% |
| 1Y | +38.9% | +26.1% | +12.8% | +31.8% |
| 3Y | +26.8% | +97.4% | -70.6% | +9.6% |
| 5Y | +16.3% | +301.0% | -284.7% | -14.1% |
| All | +247.9% | +1,148.2% | -900.3% | +100.8% |
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