+179.7%
KIM vs JAAA
+29.3%
+150.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.3% |
| 7D | +0.4% | +0.2% | +0.2% | +0.1% |
| 30D | -4.0% | +0.5% | -4.5% | -4.8% |
| 3M | +0.5% | +1.3% | -0.7% | -1.4% |
| 6M | +3.6% | +2.7% | +1.0% | -0.5% |
| YTD | +20.4% | +3.2% | +17.2% | +14.7% |
| 1Y | +9.7% | +4.9% | +4.8% | +1.8% |
| 3Y | +46.0% | +19.0% | +27.0% | +21.0% |
| 5Y | +34.4% | +26.8% | +7.6% | +4.0% |
| All | +179.7% | +29.3% | +150.4% | +92.1% |
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