+5.1%
KDP vs JBL
+405.9%
-400.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | +2.1% | +4.4% | -2.3% | +1.9% |
| 30D | +8.5% | -8.4% | +16.9% | +8.7% |
| 3M | +6.6% | -14.2% | +20.8% | +7.1% |
| 6M | +17.1% | +29.6% | -12.5% | +14.9% |
| YTD | +19.0% | +37.1% | -18.0% | +16.3% |
| 1Y | +21.8% | +49.5% | -27.7% | +18.1% |
| 3Y | +6.4% | +192.7% | -186.2% | -4.6% |
| 5Y | +5.1% | +411.3% | -406.2% | -16.4% |
| All | +5.1% | +405.9% | -400.7% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling