+131.0%
JPM vs KIM
+39.0%
+92.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +1.2% | +2.8% | -1.6% | +0.1% |
| 30D | +2.7% | +15.9% | -13.2% | -3.7% |
| 3M | -4.5% | +7.8% | -12.2% | -7.6% |
| 6M | +14.3% | +11.9% | +2.4% | +8.3% |
| YTD | +8.2% | +31.0% | -22.8% | -4.8% |
| 1Y | +10.0% | +32.3% | -22.3% | -3.7% |
| 3Y | +149.0% | +65.5% | +83.5% | +92.6% |
| 5Y | +131.0% | +37.2% | +93.8% | +94.1% |
| All | +131.0% | +39.0% | +92.0% | +94.1% |
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