-57.1%
JD vs KIM
+31.1%
-88.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.8% |
| 7D | +13.4% | +4.1% | +9.3% | +11.5% |
| 30D | +7.7% | +16.8% | -9.1% | +1.0% |
| 3M | -11.3% | +5.7% | -17.0% | -13.4% |
| 6M | -5.1% | +9.7% | -14.8% | -9.3% |
| YTD | +5.0% | +30.2% | -25.2% | -7.2% |
| 1Y | -5.6% | +32.1% | -37.7% | -17.3% |
| 3Y | +17.8% | +58.6% | -40.8% | -9.3% |
| All | -57.1% | +31.1% | -88.2% | -65.4% |
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 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