+205.1%
NBIX vs KIM
+32.5%
+172.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.4% | -1.7% | +2.1% | +0.8% |
| 30D | -0.2% | -3.0% | +2.8% | +0.5% |
| 3M | -4.0% | -8.9% | +4.9% | -2.1% |
| 6M | +20.6% | +2.4% | +18.2% | +19.7% |
| YTD | +10.1% | +18.3% | -8.2% | +5.7% |
| 1Y | +8.8% | +8.2% | +0.6% | +6.4% |
| 3Y | +42.5% | +44.0% | -1.5% | +29.9% |
| 5Y | +61.5% | +37.3% | +24.1% | +46.9% |
| All | +205.1% | +32.5% | +172.6% | +160.4% |
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