+5,117.6%
JNJ vs KIM
+3,080.3%
+2,037.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -0.8% | -0.3% | -0.4% | -0.7% |
| 30D | +4.3% | -1.7% | +6.0% | +4.6% |
| 3M | +16.5% | -0.8% | +17.3% | +16.6% |
| 6M | +13.1% | +4.4% | +8.7% | +12.5% |
| YTD | +32.1% | +21.2% | +10.9% | +28.5% |
| 1Y | +54.5% | +10.5% | +43.9% | +52.2% |
| 3Y | +82.5% | +47.5% | +35.0% | +71.8% |
| 5Y | +80.0% | +37.1% | +42.9% | +69.5% |
| 10Y | +195.7% | +29.5% | +166.2% | +167.6% |
| All | +5,117.6% | +3,080.3% | +2,037.3% | +2,987.7% |
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