+409.8%
JBL vs KIM
+37.3%
+372.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +4.0% | -1.0% | +5.0% | +4.4% |
| 30D | -7.5% | -1.1% | -6.4% | -7.1% |
| 3M | -14.1% | -5.3% | -8.7% | -12.4% |
| 6M | +25.9% | +3.9% | +22.0% | +22.8% |
| YTD | +36.7% | +20.3% | +16.4% | +24.0% |
| 1Y | +49.0% | +10.4% | +38.6% | +40.6% |
| 3Y | +191.8% | +46.3% | +145.5% | +133.1% |
| 5Y | +409.8% | +37.6% | +372.2% | +336.3% |
| All | +409.8% | +37.3% | +372.5% | +336.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling