+101.6%
JHX vs KIM
+32.5%
+69.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -6.3% | -1.7% | -4.6% | -5.6% |
| 30D | -7.7% | -3.0% | -4.8% | -6.6% |
| 3M | +19.2% | -8.9% | +28.0% | +23.7% |
| 6M | +38.3% | +2.4% | +35.9% | +36.9% |
| YTD | +37.2% | +18.3% | +18.9% | +27.6% |
| 1Y | +42.3% | +8.2% | +34.1% | +37.3% |
| 3Y | -4.4% | +44.0% | -48.4% | -18.5% |
| 5Y | -26.4% | +37.3% | -63.7% | -36.3% |
| All | +101.6% | +32.5% | +69.1% | +55.6% |
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