+59.0%
JD vs KIM
+103.3%
-44.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.7% |
| 7D | +13.4% | +4.1% | +9.3% | +12.5% |
| 30D | +7.7% | +16.8% | -9.1% | +4.4% |
| 3M | -11.3% | +5.7% | -17.0% | -12.3% |
| 6M | -5.1% | +9.7% | -14.8% | -7.2% |
| YTD | +5.0% | +30.2% | -25.2% | -0.8% |
| 1Y | -5.6% | +32.1% | -37.7% | -11.2% |
| 3Y | +17.8% | +58.6% | -40.8% | +6.1% |
| 5Y | -57.2% | +31.2% | -88.3% | -60.3% |
| 10Y | +34.8% | +66.7% | -31.9% | +19.8% |
| All | +59.0% | +103.3% | -44.3% | +32.1% |
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