+54.3%
JD vs KIM
+88.0%
-33.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | -1.7% | +0.4% | -2.1% | -1.8% |
| 30D | -13.2% | -4.0% | -9.2% | -12.5% |
| 3M | -3.2% | +0.5% | -3.7% | -3.5% |
| 6M | +15.2% | +3.6% | +11.6% | +14.1% |
| YTD | +2.0% | +20.4% | -18.5% | -2.1% |
| 1Y | -5.4% | +9.7% | -15.1% | -7.5% |
| 3Y | -9.1% | +46.0% | -55.1% | -16.8% |
| 5Y | -59.6% | +34.4% | -94.1% | -62.5% |
| 10Y | +26.2% | +29.3% | -3.1% | +21.8% |
| All | +54.3% | +88.0% | -33.6% | +30.3% |
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