+3,697.3%
JCI vs KIM
+3,058.9%
+638.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +3.8% | +0.4% | +3.4% | +3.7% |
| 30D | -5.7% | -4.0% | -1.7% | -4.4% |
| 3M | -1.4% | +0.5% | -1.9% | -1.9% |
| 6M | +4.1% | +3.6% | +0.5% | +2.6% |
| YTD | +21.7% | +20.4% | +1.3% | +14.1% |
| 1Y | +36.1% | +9.7% | +26.4% | +31.3% |
| 3Y | +154.4% | +46.0% | +108.4% | +121.8% |
| 5Y | +112.0% | +34.4% | +77.6% | +88.6% |
| 10Y | +322.2% | +29.3% | +292.9% | +247.9% |
| All | +3,697.3% | +3,058.9% | +638.4% | +1,044.5% |
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