+1,031.9%
NBIS vs KIM
+5.2%
+1,026.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.7% | +7.5% |
| 7D | +8.2% | +0.4% | +7.8% | +8.2% |
| 30D | +3.4% | -4.0% | +7.4% | +3.2% |
| 3M | -12.8% | +0.5% | -13.4% | -14.4% |
| 6M | +131.5% | +3.6% | +127.9% | +124.7% |
| YTD | +170.5% | +20.4% | +150.0% | +149.0% |
| 1Y | +248.8% | +9.7% | +239.1% | +236.0% |
| All | +1,031.9% | +5.2% | +1,026.7% | +806.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling