+28.9%
JD vs KIM
+65.6%
-36.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.7% |
| 7D | +7.9% | +2.8% | +5.1% | +7.3% |
| 30D | +4.8% | +16.3% | -11.6% | +1.9% |
| 3M | -13.9% | +6.6% | -20.6% | -15.0% |
| 6M | -5.8% | +12.3% | -18.1% | -8.1% |
| YTD | +2.4% | +31.6% | -29.1% | -3.0% |
| 1Y | -7.5% | +31.5% | -39.0% | -12.5% |
| 3Y | +20.9% | +68.0% | -47.1% | +8.6% |
| 5Y | -58.0% | +38.7% | -96.7% | -61.2% |
| 10Y | +28.9% | +65.7% | -36.8% | +4.8% |
| All | +28.9% | +65.6% | -36.7% | +4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling