+3,645.2%
JCI vs KIM
+3,307.9%
+337.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +8.4% | -0.7% | +9.1% | +8.7% |
| 30D | -8.9% | +13.4% | -22.3% | -12.8% |
| 3M | -6.4% | +6.5% | -13.0% | -8.6% |
| 6M | +1.6% | +10.6% | -9.0% | -2.3% |
| YTD | +20.1% | +29.9% | -9.8% | +9.5% |
| 1Y | +17.2% | +29.6% | -12.3% | +6.9% |
| 3Y | +190.7% | +64.1% | +126.7% | +143.6% |
| 5Y | +99.9% | +35.3% | +64.6% | +77.2% |
| 10Y | +301.8% | +63.1% | +238.7% | +207.0% |
| All | +3,645.2% | +3,307.9% | +337.3% | +998.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling