+492.8%
NEM vs KIM
+3,319.9%
-2,827.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | -6.4% | +0.1% | -6.5% | -6.4% |
| 30D | +1.4% | +14.1% | -12.7% | -0.5% |
| 3M | -0.7% | +6.0% | -6.7% | -1.6% |
| 6M | -4.5% | +13.2% | -17.7% | -6.4% |
| YTD | +14.0% | +30.4% | -16.3% | +9.4% |
| 1Y | +27.3% | +31.0% | -3.7% | +22.1% |
| 3Y | +250.5% | +67.6% | +182.9% | +223.2% |
| 5Y | +121.1% | +35.8% | +85.3% | +108.5% |
| 10Y | +358.3% | +63.7% | +294.7% | +301.1% |
| All | +492.8% | +3,319.9% | -2,827.1% | +260.6% |
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 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