+247.7%
NEM vs KIM
+47.7%
+199.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +3.9% | -0.3% | +4.2% | +3.9% |
| 30D | +12.7% | -1.7% | +14.4% | +13.2% |
| 3M | +28.7% | -0.8% | +29.5% | +28.3% |
| 6M | +9.8% | +4.4% | +5.4% | +7.7% |
| YTD | +28.1% | +21.2% | +6.9% | +19.9% |
| 1Y | +69.3% | +10.5% | +58.8% | +63.1% |
| 3Y | +247.7% | +47.5% | +200.2% | +189.6% |
| All | +247.7% | +47.7% | +199.9% | +189.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling