+1,075.3%
KDP vs JHX
+630.3%
+445.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.6% |
| 7D | -4.3% | -4.9% | +0.5% | -3.7% |
| 30D | +7.8% | -9.3% | +17.1% | +9.1% |
| 3M | -0.1% | +28.1% | -28.1% | -3.5% |
| 6M | +14.0% | +35.2% | -21.2% | +8.8% |
| YTD | +15.1% | +35.9% | -20.8% | +9.7% |
| 1Y | +18.5% | +42.5% | -24.0% | +11.9% |
| 3Y | +2.9% | -4.5% | +7.4% | -1.6% |
| 5Y | +3.0% | -27.1% | +30.1% | +0.6% |
| 10Y | +174.4% | +104.2% | +70.1% | +121.3% |
| All | +1,075.3% | +630.3% | +445.0% | +568.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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