+26.8%
KDP vs JCI
+186.2%
-159.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.6% |
| 7D | -0.8% | +3.2% | -4.0% | -0.8% |
| 30D | +9.7% | -8.6% | +18.3% | +9.8% |
| 3M | +17.6% | -7.7% | +25.4% | +17.6% |
| 6M | +25.8% | -2.6% | +28.3% | +25.2% |
| YTD | +33.9% | +17.4% | +16.5% | +31.7% |
| 1Y | +38.9% | +16.9% | +22.0% | +36.7% |
| 3Y | +26.8% | +186.7% | -160.0% | +9.8% |
| All | +26.8% | +186.2% | -159.4% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling