-27.2%
JHX vs KIM
+35.9%
-63.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -6.3% | -1.7% | -4.6% | -5.4% |
| 30D | -7.7% | -3.0% | -4.8% | -6.2% |
| 3M | +19.2% | -8.9% | +28.0% | +25.4% |
| 6M | +38.3% | +2.4% | +35.9% | +36.3% |
| YTD | +37.2% | +18.3% | +18.9% | +24.1% |
| 1Y | +42.3% | +8.2% | +34.1% | +35.4% |
| 3Y | -4.4% | +44.0% | -48.4% | -23.8% |
| All | -27.2% | +35.9% | -63.1% | -40.3% |
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 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