-9.7%
JD vs KIM
+33.1%
-42.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.5% | +3.0% |
| 7D | +9.0% | +10.6% | -1.6% | +9.2% |
| 30D | +5.2% | +17.5% | -12.3% | +5.8% |
| 3M | -15.9% | +4.7% | -20.6% | -15.9% |
| 6M | -7.7% | +13.1% | -20.8% | -8.0% |
| YTD | +0.1% | +32.1% | -32.0% | -0.5% |
| 1Y | -9.7% | +32.7% | -42.4% | -10.4% |
| All | -9.7% | +33.1% | -42.9% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling