+451.3%
KDP vs JD
+48.6%
+402.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +8.2% | +5.2% | +3.0% | +7.9% |
| 30D | +18.4% | +4.5% | +13.9% | +18.1% |
| 3M | +29.2% | -15.4% | +44.6% | +30.2% |
| 6M | +32.3% | -6.0% | +38.3% | +32.5% |
| YTD | +38.5% | +2.2% | +36.3% | +38.0% |
| 1Y | +48.5% | -6.7% | +55.2% | +48.7% |
| 3Y | +32.5% | +20.5% | +11.9% | +29.2% |
| 5Y | +19.7% | -58.4% | +78.1% | +21.5% |
| 10Y | +256.4% | +32.5% | +223.9% | +229.0% |
| All | +451.3% | +48.6% | +402.7% | +414.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling