-34.9%
JOBY vs KIM
+162.2%
-197.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.0% |
| 7D | +2.2% | -0.3% | +2.6% | +2.5% |
| 30D | -20.8% | -1.7% | -19.1% | -20.0% |
| 3M | -29.5% | -0.8% | -28.7% | -30.2% |
| 6M | -28.4% | +4.4% | -32.8% | -31.9% |
| YTD | -48.2% | +21.2% | -69.4% | -56.3% |
| 1Y | -49.1% | +10.5% | -59.6% | -54.1% |
| 3Y | -6.3% | +47.5% | -53.8% | -31.4% |
| 5Y | -27.2% | +37.1% | -64.3% | -41.3% |
| All | -34.9% | +162.2% | -197.0% | -48.4% |
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 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