+563.3%
KIM vs NVMI
+1,995.1%
-1,431.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | +0.6% |
| 7D | -0.3% | +11.7% | -12.0% | -1.3% |
| 30D | -1.7% | -4.0% | +2.3% | -1.5% |
| 3M | -0.8% | -25.8% | +24.9% | +1.1% |
| 6M | +4.4% | -8.3% | +12.7% | +4.1% |
| YTD | +21.2% | +14.8% | +6.4% | +18.1% |
| 1Y | +10.5% | +37.9% | -27.3% | +5.7% |
| 3Y | +47.5% | +216.3% | -168.8% | +28.0% |
| 5Y | +37.1% | +277.2% | -240.1% | +16.1% |
| 10Y | +29.5% | +3,074.3% | -3,044.8% | -8.1% |
| All | +563.3% | +1,995.1% | -1,431.7% | +288.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling