+202.8%
KIM vs JAAA
+30.3%
+172.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +14.1% | +0.4% | +13.7% | +13.4% |
| 3M | +6.0% | +1.2% | +4.8% | +4.0% |
| 6M | +13.2% | +2.3% | +10.9% | +9.3% |
| YTD | +30.4% | +4.0% | +26.4% | +22.7% |
| 1Y | +31.0% | +4.8% | +26.2% | +21.8% |
| 3Y | +67.6% | +18.4% | +49.2% | +38.5% |
| 5Y | +35.8% | +27.5% | +8.2% | +4.1% |
| All | +202.8% | +30.3% | +172.5% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling