+1,314.5%
KDP vs JBL
+2,774.8%
-1,460.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.8% | +1.9% |
| 7D | +8.2% | -8.1% | +16.3% | +9.3% |
| 30D | +18.4% | -18.4% | +36.8% | +21.2% |
| 3M | +29.2% | -25.8% | +55.0% | +33.6% |
| 6M | +32.3% | -29.6% | +61.9% | +37.0% |
| YTD | +38.5% | +9.6% | +28.8% | +33.7% |
| 1Y | +48.5% | +14.1% | +34.4% | +42.3% |
| 3Y | +32.5% | +95.9% | -63.4% | +13.7% |
| 5Y | +19.7% | +298.3% | -278.7% | -10.3% |
| 10Y | +256.4% | +1,150.1% | -893.7% | +112.3% |
| All | +1,314.5% | +2,774.8% | -1,460.3% | +578.0% |
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 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