+1,447.0%
JBL vs KIM
+33.1%
+1,413.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.3% |
| 7D | -1.0% | -1.5% | +0.5% | -0.4% |
| 30D | -15.1% | -1.7% | -13.4% | -14.5% |
| 3M | -14.0% | -7.1% | -6.9% | -11.8% |
| 6M | +20.6% | +2.9% | +17.8% | +18.7% |
| YTD | +32.9% | +18.8% | +14.0% | +22.8% |
| 1Y | +40.5% | +9.4% | +31.1% | +34.2% |
| 3Y | +183.7% | +44.6% | +139.2% | +137.1% |
| 5Y | +388.3% | +37.9% | +350.4% | +313.2% |
| All | +1,447.0% | +33.1% | +1,413.9% | +1,010.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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