+1,381.0%
NET vs KIM
+75.6%
+1,305.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.1% | -3.4% |
| 7D | -16.4% | +10.6% | -27.0% | -18.4% |
| 30D | -25.8% | +17.5% | -43.3% | -28.7% |
| 3M | -11.5% | +4.7% | -16.2% | -12.7% |
| 6M | +18.9% | +13.1% | +5.8% | +14.9% |
| YTD | +35.2% | +32.1% | +3.2% | +25.3% |
| 1Y | +14.5% | +32.7% | -18.2% | +5.9% |
| 3Y | +313.8% | +59.2% | +254.6% | +265.2% |
| 5Y | +32.6% | +38.3% | -5.7% | +20.7% |
| All | +1,381.0% | +75.6% | +1,305.4% | +1,750.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling