+41,936.4%
JBL vs KIM
+1,629.3%
+40,307.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +3.0% | +0.4% | +2.6% | +2.8% |
| 30D | -8.3% | -4.0% | -4.3% | -6.7% |
| 3M | -16.9% | +0.5% | -17.4% | -17.6% |
| 6M | +21.8% | +3.6% | +18.1% | +19.4% |
| YTD | +36.3% | +20.4% | +15.9% | +24.8% |
| 1Y | +49.5% | +9.7% | +39.8% | +42.3% |
| 3Y | +170.6% | +46.0% | +124.6% | +123.7% |
| 5Y | +408.4% | +34.4% | +373.9% | +330.8% |
| 10Y | +1,450.4% | +29.3% | +1,421.1% | +1,100.2% |
| All | +41,936.4% | +1,629.3% | +40,307.1% | +10,117.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling