+47.7%
KDP vs JD
-9.4%
+57.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.8% |
| 7D | +4.0% | +0.4% | +3.5% | +3.9% |
| 30D | +16.8% | +4.2% | +12.6% | +16.6% |
| 3M | +32.0% | -12.8% | +44.8% | +32.1% |
| 6M | +35.2% | -8.8% | +43.9% | +34.8% |
| YTD | +40.9% | +0.5% | +40.4% | +38.0% |
| 1Y | +47.7% | -8.8% | +56.4% | +46.7% |
| All | +47.7% | -9.4% | +57.0% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 1y: compounded portfolio wealth divided by compounded JD 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…
1y analysis · Full analysis span regression · 6 months rolling