+481.0%
JPM vs KIM
+63.9%
+417.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -2.5% | -1.0% | -1.5% | -2.0% |
| 30D | +2.7% | +14.8% | -12.1% | -3.2% |
| 3M | -4.7% | +8.1% | -12.8% | -7.9% |
| 6M | +15.6% | +11.7% | +3.9% | +9.9% |
| YTD | +8.6% | +30.7% | -22.1% | -3.7% |
| 1Y | +10.9% | +29.7% | -18.8% | -1.4% |
| 3Y | +149.9% | +65.1% | +84.8% | +97.6% |
| 5Y | +131.9% | +34.7% | +97.3% | +97.0% |
| 10Y | +481.0% | +64.1% | +416.9% | +251.9% |
| All | +481.0% | +63.9% | +417.2% | +251.9% |
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