-16.6%
KMB vs JD
-9.5%
-7.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.1% | -1.9% |
| 7D | -2.7% | -0.8% | -1.9% | -2.7% |
| 30D | -5.0% | -16.0% | +11.0% | -4.6% |
| 3M | +6.6% | -3.2% | +9.7% | +6.6% |
| 6M | +1.0% | +6.1% | -5.1% | +0.4% |
| YTD | +6.0% | -0.1% | +6.1% | +5.2% |
| 1Y | -16.6% | -12.7% | -3.9% | -17.4% |
| All | -16.6% | -9.5% | -7.2% | -17.4% |
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