+1,022.8%
NBIS vs KIM
+3.4%
+1,019.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.6% |
| 7D | -0.8% | -1.7% | +0.9% | -0.8% |
| 30D | -13.4% | -3.0% | -10.4% | -13.4% |
| 3M | +1.0% | -8.9% | +9.9% | +0.9% |
| 6M | +100.5% | +2.4% | +98.1% | +94.3% |
| YTD | +168.3% | +18.3% | +149.9% | +147.0% |
| 1Y | +151.8% | +8.2% | +143.6% | +142.4% |
| All | +1,022.8% | +3.4% | +1,019.3% | +798.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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