+29.9%
KIM vs NVMI
+3,158.6%
-3,128.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.7% |
| 7D | -1.7% | -0.1% | -1.7% | -1.7% |
| 30D | -3.0% | -8.4% | +5.4% | -1.8% |
| 3M | -8.9% | -33.6% | +24.7% | -4.0% |
| 6M | +2.4% | -14.7% | +17.1% | +2.7% |
| YTD | +18.3% | +13.2% | +5.1% | +12.1% |
| 1Y | +8.2% | +29.0% | -20.8% | -0.6% |
| 3Y | +44.0% | +215.0% | -171.0% | +3.1% |
| 5Y | +37.3% | +268.6% | -231.2% | -8.0% |
| All | +29.9% | +3,158.6% | -3,128.7% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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