+48.8%
KR vs JD
-62.5%
+111.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.7% | -2.6% | -0.1% | -2.8% |
| 30D | +1.9% | -15.4% | +17.3% | +1.4% |
| 3M | -11.0% | -5.0% | -6.0% | -11.2% |
| 6M | -20.2% | +0.9% | -21.1% | -20.1% |
| YTD | -7.3% | -2.5% | -4.8% | -7.2% |
| 1Y | -13.1% | -16.0% | +2.9% | -13.5% |
| 3Y | +29.7% | -8.5% | +38.3% | +30.0% |
| 5Y | +48.8% | -61.8% | +110.5% | +43.2% |
| All | +48.8% | -62.5% | +111.2% | +43.2% |
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