+62.3%
NEM vs KIM
+9.4%
+52.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -2.2% |
| 7D | -3.3% | -1.5% | -1.8% | -3.5% |
| 30D | +7.8% | -1.7% | +9.5% | +7.6% |
| 3M | +36.3% | -7.1% | +43.4% | +35.0% |
| 6M | +6.6% | +2.9% | +3.7% | +5.4% |
| YTD | +27.1% | +18.8% | +8.3% | +30.3% |
| 1Y | +62.3% | +9.4% | +52.9% | +56.3% |
| All | +62.3% | +9.4% | +52.9% | +56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling