+1,117.5%
KDP vs JCI
+951.1%
+166.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.4% |
| 7D | +1.3% | +3.8% | -2.6% | +0.3% |
| 30D | +6.0% | -5.7% | +11.7% | +7.5% |
| 3M | +9.2% | -1.4% | +10.6% | +9.0% |
| 6M | +14.7% | +4.1% | +10.6% | +12.4% |
| YTD | +19.2% | +21.7% | -2.6% | +11.8% |
| 1Y | +15.2% | +36.1% | -21.0% | +4.4% |
| 3Y | +6.0% | +154.4% | -148.5% | -21.7% |
| 5Y | +5.4% | +112.0% | -106.6% | -19.5% |
| 10Y | +171.9% | +322.2% | -150.4% | +59.0% |
| All | +1,117.5% | +951.1% | +166.3% | +335.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling