+1,148.2%
JBL vs KIM
+63.6%
+1,084.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.3% |
| 7D | +6.3% | +0.1% | +6.2% | +6.3% |
| 30D | -13.5% | +14.1% | -27.6% | -18.3% |
| 3M | -31.3% | +6.0% | -37.3% | -33.2% |
| 6M | -28.4% | +13.2% | -41.7% | -32.6% |
| YTD | +11.6% | +30.4% | -18.8% | -1.1% |
| 1Y | +26.1% | +31.0% | -4.9% | +11.5% |
| 3Y | +97.4% | +67.6% | +29.7% | +54.7% |
| 5Y | +301.0% | +35.8% | +265.2% | +240.5% |
| All | +1,148.2% | +63.6% | +1,084.6% | +775.7% |
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