+528.5%
NEM vs KIM
+3,337.3%
-2,808.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | +11.6% | +2.8% | +8.9% | +11.2% |
| 30D | +1.8% | +15.9% | -14.1% | -0.4% |
| 3M | +2.5% | +7.8% | -5.3% | +1.4% |
| 6M | +3.4% | +11.9% | -8.5% | +1.6% |
| YTD | +20.9% | +31.0% | -10.1% | +15.9% |
| 1Y | +37.2% | +32.3% | +4.8% | +31.4% |
| 3Y | +271.6% | +65.5% | +206.2% | +243.3% |
| 5Y | +136.6% | +37.2% | +99.4% | +122.9% |
| 10Y | +342.6% | +63.9% | +278.7% | +287.4% |
| All | +528.5% | +3,337.3% | -2,808.8% | +282.0% |
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