+221.6%
JNJ vs KIM
+63.6%
+158.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +3.5% | +0.1% | +3.3% | +3.4% |
| 30D | +12.5% | +14.1% | -1.6% | +10.4% |
| 3M | +9.6% | +6.0% | +3.6% | +8.6% |
| 6M | +25.3% | +13.2% | +12.1% | +23.1% |
| YTD | +40.3% | +30.4% | +9.9% | +35.0% |
| 1Y | +49.6% | +31.0% | +18.6% | +43.9% |
| 3Y | +110.8% | +67.6% | +43.2% | +95.2% |
| 5Y | +99.1% | +35.8% | +63.4% | +88.0% |
| All | +221.6% | +63.6% | +158.1% | +177.8% |
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