+13,153.9%
JPM vs KIM
+3,058.9%
+10,095.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +0.3% | +0.4% | -0.1% | 0.0% |
| 30D | -0.2% | -4.0% | +3.8% | +2.0% |
| 3M | +15.9% | +0.5% | +15.3% | +15.1% |
| 6M | +20.9% | +3.6% | +17.3% | +18.0% |
| YTD | +12.9% | +20.4% | -7.5% | +1.2% |
| 1Y | +20.3% | +9.7% | +10.6% | +13.2% |
| 3Y | +160.9% | +46.0% | +115.0% | +104.7% |
| 5Y | +154.8% | +34.4% | +120.4% | +103.7% |
| 10Y | +591.1% | +29.3% | +561.8% | +385.0% |
| All | +13,153.9% | +3,058.9% | +10,095.0% | +3,550.7% |
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 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