+14.7%
KDP vs JBL
+20.7%
-6.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.8% |
| 7D | +1.3% | +3.0% | -1.8% | +1.5% |
| 30D | +6.0% | -8.3% | +14.2% | +5.4% |
| 3M | +9.2% | -16.9% | +26.1% | +8.6% |
| 6M | +14.7% | +21.8% | -7.1% | +12.7% |
| All | +14.7% | +20.7% | -6.0% | +12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling