+571.1%
NEM vs KIM
+3,058.9%
-2,487.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | +23.1% | -4.0% | +27.1% | +23.8% |
| 3M | +18.5% | +0.5% | +17.9% | +18.2% |
| 6M | +7.8% | +3.6% | +4.2% | +7.1% |
| YTD | +29.1% | +20.4% | +8.7% | +25.3% |
| 1Y | +72.7% | +9.7% | +63.0% | +69.8% |
| 3Y | +248.7% | +46.0% | +202.7% | +227.8% |
| 5Y | +148.7% | +34.4% | +114.2% | +134.9% |
| 10Y | +304.8% | +29.3% | +275.5% | +267.0% |
| All | +571.1% | +3,058.9% | -2,487.8% | +312.9% |
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