-14.8%
KMB vs JD
-5.6%
-9.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.6% | -2.8% |
| 7D | -4.2% | -1.7% | -2.5% | -4.1% |
| 30D | -6.6% | -13.2% | +6.6% | -6.3% |
| 3M | +12.6% | -3.2% | +15.8% | +12.7% |
| 6M | +2.9% | +15.2% | -12.4% | +1.8% |
| YTD | +6.8% | +2.0% | +4.8% | +6.0% |
| 1Y | -14.8% | -5.4% | -9.4% | -16.1% |
| All | -14.8% | -5.6% | -9.1% | -16.1% |
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