+1,117.5%
KDP vs JBL
+3,473.8%
-2,356.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | +1.3% | +3.0% | -1.8% | +0.9% |
| 30D | +6.0% | -8.3% | +14.2% | +7.0% |
| 3M | +9.2% | -16.9% | +26.1% | +11.3% |
| 6M | +14.7% | +21.8% | -7.1% | +10.2% |
| YTD | +19.2% | +36.3% | -17.1% | +12.3% |
| 1Y | +15.2% | +49.5% | -34.3% | +6.6% |
| 3Y | +6.0% | +170.6% | -164.7% | -13.1% |
| 5Y | +5.4% | +408.4% | -403.0% | -23.3% |
| 10Y | +171.9% | +1,450.4% | -1,278.5% | +58.0% |
| All | +1,117.5% | +3,473.8% | -2,356.3% | +469.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling