+1,152.6%
NBIX vs KIM
+1,069.1%
+83.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | -1.1% | -1.5% | +0.4% | -0.5% |
| 30D | -3.3% | -1.7% | -1.6% | -2.7% |
| 3M | -2.7% | -7.1% | +4.5% | +0.1% |
| 6M | +20.6% | +2.9% | +17.7% | +18.7% |
| YTD | +10.4% | +18.8% | -8.5% | +2.1% |
| 1Y | +10.8% | +9.4% | +1.4% | +5.9% |
| 3Y | +43.3% | +44.6% | -1.3% | +19.9% |
| 5Y | +61.8% | +37.9% | +23.9% | +33.7% |
| 10Y | +218.3% | +32.9% | +185.4% | +128.3% |
| All | +1,152.6% | +1,069.1% | +83.5% | +127.5% |
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