+197.6%
JCI vs KIM
+66.0%
+131.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | +2.9% | -1.0% | +3.9% | +3.2% |
| 30D | -6.9% | +14.8% | -21.7% | -11.3% |
| 3M | -6.3% | +8.1% | -14.4% | -8.8% |
| 6M | +2.6% | +11.7% | -9.1% | -2.1% |
| YTD | +21.8% | +30.7% | -8.9% | +8.8% |
| 1Y | +19.6% | +29.7% | -10.1% | +7.1% |
| All | +197.6% | +66.0% | +131.6% | +133.6% |
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