+239.3%
KDP vs JCI
+303.0%
-63.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -3.9% | +0.2% |
| 7D | +0.3% | -3.4% | +3.7% | +0.7% |
| 30D | +16.3% | -10.1% | +26.4% | +17.8% |
| 3M | +24.0% | -6.8% | +30.8% | +24.7% |
| 6M | +30.0% | +2.0% | +28.0% | +28.3% |
| YTD | +36.1% | +19.2% | +16.9% | +30.5% |
| 1Y | +46.8% | +16.7% | +30.1% | +41.2% |
| 3Y | +30.5% | +194.3% | -163.9% | +2.8% |
| 5Y | +17.9% | +103.0% | -85.1% | -1.4% |
| 10Y | +239.3% | +301.7% | -62.5% | +133.8% |
| All | +239.3% | +303.0% | -63.8% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 10y: compounded portfolio wealth divided by compounded JCI 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…
10y analysis · Full analysis span regression · 6 months rolling