+1,339.3%
KDP vs JBL
+2,879.1%
-1,539.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.9% | +1.3% |
| 7D | +4.0% | +0.1% | +3.8% | +3.9% |
| 30D | +16.8% | -17.0% | +33.8% | +19.3% |
| 3M | +32.0% | -27.4% | +59.4% | +37.0% |
| 6M | +35.2% | -29.1% | +64.2% | +39.9% |
| YTD | +40.9% | +13.6% | +27.3% | +35.4% |
| 1Y | +47.7% | +22.8% | +24.9% | +40.1% |
| 3Y | +34.8% | +103.0% | -68.2% | +15.2% |
| 5Y | +22.6% | +307.4% | -284.7% | -8.3% |
| 10Y | +266.4% | +1,173.9% | -907.5% | +117.8% |
| All | +1,339.3% | +2,879.1% | -1,539.8% | +586.6% |
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