+112.5%
NET vs KIM
+32.9%
+79.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.0% |
| 7D | -7.0% | -0.8% | -6.2% | -6.6% |
| 30D | -4.8% | -5.1% | +0.3% | -1.3% |
| 3M | +3.8% | -0.6% | +4.5% | +3.2% |
| 6M | +50.0% | +2.4% | +47.6% | +44.6% |
| YTD | +41.5% | +19.0% | +22.5% | +20.4% |
| 1Y | +32.8% | +8.4% | +24.4% | +21.1% |
| 3Y | +335.9% | +44.3% | +291.6% | +191.6% |
| All | +112.5% | +32.9% | +79.6% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling