+307.6%
JCI vs KIM
+63.9%
+243.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +2.9% | -1.0% | +3.9% | +3.3% |
| 30D | -6.9% | +14.8% | -21.7% | -11.6% |
| 3M | -6.3% | +8.1% | -14.4% | -9.1% |
| 6M | +2.6% | +11.7% | -9.1% | -2.1% |
| YTD | +21.8% | +30.7% | -8.9% | +9.8% |
| 1Y | +19.6% | +29.7% | -10.1% | +8.1% |
| 3Y | +194.9% | +65.1% | +129.9% | +142.4% |
| 5Y | +108.1% | +34.7% | +73.5% | +81.9% |
| 10Y | +307.6% | +64.1% | +243.5% | +182.4% |
| All | +307.6% | +63.9% | +243.8% | +182.4% |
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