+95.0%
JCI vs KIM
+34.6%
+60.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.4% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | -8.6% | +14.1% | -22.7% | -14.3% |
| 3M | -7.7% | +6.0% | -13.7% | -10.5% |
| 6M | -2.6% | +13.2% | -15.8% | -9.1% |
| YTD | +17.4% | +30.4% | -13.0% | +1.7% |
| 1Y | +16.9% | +31.0% | -14.1% | +1.0% |
| 3Y | +186.7% | +67.6% | +119.1% | +111.5% |
| All | +95.0% | +34.6% | +60.5% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling