+140.2%
NI vs KIM
+33.1%
+107.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -0.6% | -1.5% | +0.9% | -0.1% |
| 30D | -1.4% | -1.7% | +0.3% | -0.9% |
| 3M | -10.6% | -7.1% | -3.4% | -8.6% |
| 6M | -9.9% | +2.9% | -12.8% | -10.8% |
| YTD | +1.2% | +18.8% | -17.7% | -4.2% |
| 1Y | +4.4% | +9.4% | -5.0% | +1.4% |
| 3Y | +68.6% | +44.6% | +24.0% | +48.9% |
| 5Y | +98.0% | +37.9% | +60.1% | +74.9% |
| All | +140.2% | +33.1% | +107.2% | +116.3% |
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