+219.0%
KO vs JD
+45.3%
+173.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.4% |
| 7D | +0.4% | -0.8% | +1.2% | +0.4% |
| 30D | +1.5% | -16.0% | +17.5% | +2.3% |
| 3M | +11.8% | -3.2% | +15.0% | +11.9% |
| 6M | +16.2% | +6.1% | +10.2% | +15.8% |
| YTD | +28.1% | -0.1% | +28.2% | +27.9% |
| 1Y | +34.8% | -12.7% | +47.5% | +35.3% |
| 3Y | +65.5% | -6.3% | +71.8% | +63.6% |
| 5Y | +81.6% | -61.3% | +142.9% | +85.5% |
| 10Y | +176.7% | +17.6% | +159.1% | +152.9% |
| All | +219.0% | +45.3% | +173.8% | +192.0% |
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