+157.7%
NEM vs KIM
+37.3%
+120.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +3.1% | -1.0% | +4.0% | +3.3% |
| 30D | +10.0% | -1.1% | +11.1% | +10.3% |
| 3M | +30.9% | -5.3% | +36.2% | +32.4% |
| 6M | +10.5% | +3.9% | +6.6% | +8.9% |
| YTD | +29.7% | +20.3% | +9.5% | +22.4% |
| 1Y | +71.1% | +10.4% | +60.7% | +65.2% |
| 3Y | +252.1% | +46.3% | +205.8% | +209.1% |
| 5Y | +157.7% | +37.6% | +120.1% | +133.7% |
| All | +157.7% | +37.3% | +120.4% | +133.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling