-32.2%
JOBY vs KIM
+35.1%
-67.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -0.7% |
| 7D | -8.2% | -1.5% | -6.7% | -7.0% |
| 30D | -25.1% | -1.7% | -23.4% | -24.1% |
| 3M | -28.8% | -7.1% | -21.6% | -25.3% |
| 6M | -36.1% | +2.9% | -39.0% | -39.2% |
| YTD | -52.2% | +18.8% | -71.0% | -60.5% |
| 1Y | -52.4% | +9.4% | -61.8% | -57.7% |
| 3Y | -13.6% | +44.6% | -58.1% | -40.8% |
| 5Y | -32.2% | +37.9% | -70.1% | -44.5% |
| All | -32.2% | +35.1% | -67.2% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling