+83.1%
KO vs JD
-62.5%
+145.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.1% | -2.6% | +1.5% | -1.0% |
| 30D | +1.6% | -15.4% | +16.9% | +1.9% |
| 3M | +5.8% | -5.0% | +10.8% | +5.9% |
| 6M | +14.3% | +0.9% | +13.4% | +14.2% |
| YTD | +27.3% | -2.5% | +29.8% | +27.3% |
| 1Y | +33.2% | -16.0% | +49.2% | +33.5% |
| 3Y | +64.5% | -8.5% | +73.0% | +63.9% |
| 5Y | +83.1% | -61.8% | +144.9% | +83.7% |
| All | +83.1% | -62.5% | +145.6% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling