+300.2%
NEM vs KIM
+33.1%
+267.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -3.3% | -1.5% | -1.8% | -3.1% |
| 30D | +7.8% | -1.7% | +9.5% | +8.1% |
| 3M | +36.3% | -7.1% | +43.4% | +37.4% |
| 6M | +6.6% | +2.9% | +3.7% | +6.0% |
| YTD | +27.1% | +18.8% | +8.3% | +24.0% |
| 1Y | +62.3% | +9.4% | +52.9% | +59.9% |
| 3Y | +245.1% | +44.6% | +200.5% | +227.4% |
| 5Y | +154.0% | +37.9% | +116.1% | +141.6% |
| All | +300.2% | +33.1% | +267.1% | +346.8% |
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