+193.4%
JNJ vs KIM
+33.1%
+160.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -4.3% | -1.5% | -2.9% | -4.1% |
| 30D | +3.0% | -1.7% | +4.7% | +3.3% |
| 3M | +12.2% | -7.1% | +19.4% | +13.5% |
| 6M | +10.5% | +2.9% | +7.6% | +10.0% |
| YTD | +30.8% | +18.8% | +11.9% | +27.6% |
| 1Y | +54.9% | +9.4% | +45.5% | +52.9% |
| 3Y | +80.7% | +44.6% | +36.1% | +70.8% |
| 5Y | +83.4% | +37.9% | +45.5% | +73.0% |
| All | +193.4% | +33.1% | +160.3% | +158.2% |
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