+152.5%
JPM vs KIM
+37.3%
+115.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | -0.4% | -1.0% | +0.5% | 0.0% |
| 30D | -1.4% | -1.1% | -0.3% | -1.0% |
| 3M | +13.9% | -5.3% | +19.3% | +16.4% |
| 6M | +23.5% | +3.9% | +19.6% | +20.9% |
| YTD | +11.6% | +20.3% | -8.6% | +2.2% |
| 1Y | +21.4% | +10.4% | +10.9% | +15.3% |
| 3Y | +163.4% | +46.3% | +117.1% | +116.5% |
| 5Y | +152.5% | +37.6% | +114.9% | +113.2% |
| All | +152.5% | +37.3% | +115.2% | +113.2% |
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