+1,449.6%
NET vs KIM
+60.1%
+1,389.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -7.0% | +0.4% | -7.4% | -7.1% |
| 30D | -4.8% | -4.0% | -0.8% | -3.9% |
| 3M | +3.8% | +0.5% | +3.3% | +3.4% |
| 6M | +50.0% | +3.6% | +46.4% | +48.0% |
| YTD | +41.5% | +20.4% | +21.0% | +34.2% |
| 1Y | +32.8% | +9.7% | +23.1% | +28.8% |
| 3Y | +335.9% | +46.0% | +289.9% | +293.2% |
| 5Y | +113.8% | +34.4% | +79.4% | +99.2% |
| All | +1,449.6% | +60.1% | +1,389.5% | +1,882.1% |
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