+58.3%
KMB vs JD
+52.8%
+5.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.5% | -1.9% |
| 7D | +0.5% | +13.4% | -12.9% | -0.1% |
| 30D | +12.4% | +7.7% | +4.7% | +12.0% |
| 3M | +1.0% | -11.3% | +12.3% | +1.4% |
| 6M | +12.1% | -5.1% | +17.3% | +12.3% |
| YTD | +11.6% | +5.0% | +6.6% | +11.2% |
| 1Y | +13.1% | -5.6% | +18.8% | +13.2% |
| 3Y | +1.6% | +17.8% | -16.2% | -0.2% |
| 5Y | -0.3% | -57.2% | +56.8% | +0.7% |
| 10Y | +37.9% | +34.8% | +3.1% | +24.2% |
| All | +58.3% | +52.8% | +5.6% | +43.1% |
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 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