+40.5%
JBL vs KIM
+9.4%
+31.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.7% |
| 7D | -1.0% | -1.5% | +0.5% | -1.0% |
| 30D | -15.1% | -1.7% | -13.4% | -15.0% |
| 3M | -14.0% | -7.1% | -6.9% | -13.9% |
| 6M | +20.6% | +2.9% | +17.8% | +17.2% |
| YTD | +32.9% | +18.8% | +14.0% | +29.1% |
| 1Y | +40.5% | +9.4% | +31.1% | +38.8% |
| All | +40.5% | +9.4% | +31.1% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling