-11.0%
KR vs JD
-15.9%
+4.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.0% |
| 3M | -8.2% | -3.6% | -4.6% | -8.2% |
| 6M | -18.0% | -0.3% | -17.7% | -17.3% |
| YTD | -4.8% | -2.4% | -2.4% | -4.5% |
| 1Y | -11.0% | -18.5% | +7.5% | -11.6% |
| All | -11.0% | -15.9% | +4.9% | -11.6% |
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