+167.8%
JCI vs KIM
+47.7%
+120.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | +5.1% | -0.3% | +5.4% | +5.2% |
| 30D | -3.8% | -1.7% | -2.1% | -3.2% |
| 3M | +1.9% | -0.8% | +2.7% | +1.6% |
| 6M | +11.2% | +4.4% | +6.8% | +8.5% |
| YTD | +22.9% | +21.2% | +1.7% | +12.6% |
| 1Y | +37.4% | +10.5% | +26.8% | +30.8% |
| 3Y | +167.8% | +47.5% | +120.3% | +115.7% |
| All | +167.8% | +47.7% | +120.1% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling