+341.0%
JCI vs KIM
+29.7%
+311.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +4.1% | -1.0% | +5.0% | +4.4% |
| 30D | -3.8% | -1.1% | -2.8% | -3.5% |
| 3M | -1.6% | -5.3% | +3.7% | -0.1% |
| 6M | +9.5% | +3.9% | +5.6% | +7.6% |
| YTD | +21.7% | +20.3% | +1.5% | +13.4% |
| 1Y | +37.1% | +10.4% | +26.7% | +31.5% |
| 3Y | +165.2% | +46.3% | +118.9% | +127.8% |
| 5Y | +110.3% | +37.6% | +72.7% | +83.4% |
| 10Y | +341.0% | +34.5% | +306.5% | +226.2% |
| All | +341.0% | +29.7% | +311.3% | +226.2% |
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