+115.0%
JCI vs KIM
+37.7%
+77.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | +5.1% | -0.3% | +5.4% | +5.3% |
| 30D | -3.8% | -1.7% | -2.1% | -3.1% |
| 3M | +1.9% | -0.8% | +2.7% | +1.7% |
| 6M | +11.2% | +4.4% | +6.8% | +8.2% |
| YTD | +22.9% | +21.2% | +1.7% | +11.0% |
| 1Y | +37.4% | +10.5% | +26.8% | +29.6% |
| 3Y | +167.8% | +47.5% | +120.3% | +113.3% |
| 5Y | +115.0% | +37.1% | +78.0% | +75.7% |
| All | +115.0% | +37.7% | +77.3% | +75.7% |
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 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