+26.8%
KDP vs JD
+17.9%
+8.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.5% |
| 7D | -0.8% | -4.1% | +3.3% | -0.6% |
| 30D | +9.7% | +4.6% | +5.1% | +9.5% |
| 3M | +17.6% | -4.7% | +22.4% | +17.8% |
| 6M | +25.8% | -17.4% | +43.1% | +26.5% |
| YTD | +33.9% | +0.7% | +33.2% | +33.4% |
| 1Y | +38.9% | -5.9% | +44.8% | +38.8% |
| 3Y | +26.8% | +18.9% | +7.9% | +24.9% |
| All | +26.8% | +17.9% | +8.9% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling