+29.4%
KDP vs JD
-4.0%
+33.4%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | +0.3% |
| 7D | +4.5% | +11.7% | -7.2% | +4.8% |
| 30D | +18.5% | +8.1% | +10.4% | +18.7% |
| 3M | +20.8% | -12.0% | +32.8% | +19.3% |
| 6M | +29.4% | -3.5% | +32.9% | +28.0% |
| All | +29.4% | -4.0% | +33.4% | +28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling