+12,632.5%
JPM vs KIM
+3,307.9%
+9,324.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | +0.2% |
| 7D | +1.6% | -0.7% | +2.3% | +2.0% |
| 30D | +3.4% | +13.4% | -10.0% | -3.5% |
| 3M | -5.7% | +6.5% | -12.2% | -9.0% |
| 6M | +13.5% | +10.6% | +2.9% | +6.8% |
| YTD | +8.4% | +29.9% | -21.5% | -6.9% |
| 1Y | +9.1% | +29.6% | -20.5% | -6.3% |
| 3Y | +149.5% | +64.1% | +85.4% | +84.1% |
| 5Y | +132.6% | +35.3% | +97.3% | +86.0% |
| 10Y | +480.0% | +63.1% | +417.0% | +256.6% |
| All | +12,632.5% | +3,307.9% | +9,324.6% | +3,259.9% |
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 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