+20.1%
KDP vs JBL
+49.3%
-29.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.5% |
| 7D | -1.6% | +4.0% | -5.6% | -1.4% |
| 30D | +9.5% | -7.5% | +17.0% | +9.1% |
| 3M | +2.6% | -14.1% | +16.7% | +2.2% |
| 6M | +15.6% | +25.9% | -10.3% | +15.6% |
| YTD | +17.3% | +36.7% | -19.3% | +17.5% |
| 1Y | +20.1% | +49.0% | -28.9% | +20.0% |
| All | +20.1% | +49.3% | -29.2% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling