+6,608.1%
NEE vs KIM
+3,058.9%
+3,549.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | +1.9% | +0.4% | +1.5% | +1.9% |
| 30D | -2.2% | -4.0% | +1.8% | -1.3% |
| 3M | -1.2% | +0.5% | -1.7% | -1.3% |
| 6M | -8.6% | +3.6% | -12.2% | -9.3% |
| YTD | +6.2% | +20.4% | -14.2% | +2.1% |
| 1Y | +21.1% | +9.7% | +11.4% | +18.6% |
| 3Y | +36.4% | +46.0% | -9.6% | +25.6% |
| 5Y | +11.4% | +34.4% | -23.1% | +3.3% |
| 10Y | +250.0% | +29.3% | +220.7% | +206.9% |
| All | +6,608.1% | +3,058.9% | +3,549.2% | +3,737.0% |
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 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