+245.4%
NEE vs KIM
+33.1%
+212.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -1.9% | -1.5% | -0.4% | -1.6% |
| 30D | -3.1% | -1.7% | -1.4% | -2.7% |
| 3M | -2.4% | -7.1% | +4.7% | -0.6% |
| 6M | -8.6% | +2.9% | -11.5% | -9.4% |
| YTD | +4.9% | +18.8% | -13.9% | +0.2% |
| 1Y | +19.4% | +9.4% | +10.0% | +16.4% |
| 3Y | +34.9% | +44.6% | -9.7% | +21.9% |
| 5Y | +11.0% | +37.9% | -26.9% | +0.5% |
| All | +245.4% | +33.1% | +212.3% | +221.0% |
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