+174.8%
KIM vs JAAA
+29.4%
+145.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.6% |
| 7D | -1.7% | +0.1% | -1.8% | -1.9% |
| 30D | -3.0% | +0.5% | -3.5% | -3.8% |
| 3M | -8.9% | +1.3% | -10.1% | -10.7% |
| 6M | +2.4% | +2.8% | -0.4% | -1.9% |
| YTD | +18.3% | +3.3% | +15.1% | +12.6% |
| 1Y | +8.2% | +4.9% | +3.3% | +0.4% |
| 3Y | +44.0% | +19.0% | +25.1% | +19.4% |
| 5Y | +37.3% | +26.9% | +10.5% | +6.2% |
| All | +174.8% | +29.4% | +145.5% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling