-65.8%
JOBY vs KIM
+33.1%
-98.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.6% | +5.2% |
| 7D | -0.6% | +10.6% | -11.2% | +2.7% |
| 30D | -12.6% | +17.5% | -30.1% | -7.5% |
| 3M | -36.6% | +4.7% | -41.3% | -36.5% |
| 6M | -43.0% | +13.1% | -56.1% | -42.4% |
| YTD | -61.7% | +32.1% | -93.8% | -59.1% |
| 1Y | -65.8% | +32.7% | -98.4% | -63.4% |
| All | -65.8% | +33.1% | -98.9% | -63.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling