+2,279.7%
JHX vs KIM
+384.7%
+1,895.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.9% |
| 7D | +1.6% | -1.0% | +2.5% | +1.9% |
| 30D | -5.0% | -1.1% | -3.9% | -4.7% |
| 3M | +24.5% | -5.3% | +29.8% | +26.6% |
| 6M | +34.9% | +3.9% | +31.0% | +33.2% |
| YTD | +39.3% | +20.3% | +19.0% | +30.8% |
| 1Y | +48.6% | +10.4% | +38.1% | +43.5% |
| 3Y | -2.0% | +46.3% | -48.3% | -14.1% |
| 5Y | -24.4% | +37.6% | -62.0% | -32.6% |
| 10Y | +109.4% | +34.5% | +75.0% | +72.8% |
| All | +2,279.7% | +384.7% | +1,895.0% | +1,229.9% |
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