+465.0%
JPM vs KIM
+63.6%
+401.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +3.3% | +14.1% | -10.9% | -2.4% |
| 3M | -4.2% | +6.0% | -10.2% | -6.6% |
| 6M | +16.4% | +13.2% | +3.2% | +10.0% |
| YTD | +9.5% | +30.4% | -20.9% | -2.8% |
| 1Y | +14.0% | +31.0% | -17.0% | +1.0% |
| 3Y | +153.1% | +67.6% | +85.4% | +98.9% |
| 5Y | +134.9% | +35.8% | +99.1% | +98.8% |
| All | +465.0% | +63.6% | +401.4% | +235.7% |
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 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