+133.4%
KR vs JD
+20.6%
+112.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.2% | -4.2% | +4.1% | -0.2% |
| 30D | +5.1% | -14.4% | +19.4% | +4.9% |
| 3M | -8.2% | -3.6% | -4.6% | -8.2% |
| 6M | -18.0% | -0.3% | -17.7% | -18.0% |
| YTD | -4.8% | -2.4% | -2.4% | -4.8% |
| 1Y | -11.0% | -18.5% | +7.5% | -11.1% |
| 3Y | +37.7% | -7.0% | +44.7% | +37.4% |
| 5Y | +52.8% | -61.7% | +114.5% | +53.4% |
| All | +133.4% | +20.6% | +112.7% | +129.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling