+201.7%
KIM vs JAAA
+30.2%
+171.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +13.4% | +0.4% | +13.0% | +12.7% |
| 3M | +6.5% | +1.2% | +5.3% | +4.6% |
| 6M | +10.6% | +2.3% | +8.3% | +6.7% |
| YTD | +29.9% | +4.0% | +26.0% | +22.3% |
| 1Y | +29.6% | +4.8% | +24.8% | +20.5% |
| 3Y | +64.1% | +18.5% | +45.6% | +35.5% |
| 5Y | +35.3% | +27.5% | +7.8% | +3.7% |
| All | +201.7% | +30.2% | +171.5% | +104.8% |
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