+12,604.6%
JPM vs KIM
+3,337.3%
+9,267.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +1.2% | +2.8% | -1.6% | -0.2% |
| 30D | +2.7% | +15.9% | -13.2% | -5.3% |
| 3M | -4.5% | +7.8% | -12.2% | -8.4% |
| 6M | +14.3% | +11.9% | +2.4% | +6.9% |
| YTD | +8.2% | +31.0% | -22.8% | -7.5% |
| 1Y | +10.0% | +32.3% | -22.3% | -6.6% |
| 3Y | +149.0% | +65.5% | +83.5% | +82.9% |
| 5Y | +131.0% | +37.2% | +93.8% | +83.3% |
| 10Y | +479.1% | +63.9% | +415.2% | +255.0% |
| All | +12,604.6% | +3,337.3% | +9,267.3% | +3,236.9% |
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